I have some experience with Graph databases, but I've yet to try Neo4j. I've done a fresh install using Docker, and logged into the browser but from there I get errors.
Trying to "play movie-graph", running the command ":use system" gives an "Unsupported Error - No multi db support detected."
Is there a reason why you cannot install Neo4j Desktop?
With Neo4j Desktop you can create and start a Neo4j instance. With a docker instance, you must have the correct configuration that allows connections from a client.
What version of Neo4j are you using and which course?
I'm using Docker because I have experience using Apache Jena/Fuseki for work, and thought Neo4j may be a better choice. I'd like to experience both similarly, in a production style environment.
Since the tutorial uses Neo4j 3.5, is that the version you are using in Docker?
Things are definitely different in Neo4j 4.0 and the tutorial would need to be updated to that version which it apparently has not been.
The free online course: Basic Neo4j 4.0 Administration uses a Neo4j 4.x docker image. You might have better luck with that course if you want to use Neo4j 4.0.
Unfortunately, if you are not using Neo4j 4.x, you cannot call CREATE DATABASE. If you want to use Neo4j 3.x, then I suggest you take our 3.5 training courses. Multi-database and the ability for a Neo4j Server to support multiple user databases is a 4.x feature for Enterprise Edition only.