After you have created the database, you can (if i remember correct with Plesk, i try to avoid using it

) also add a new database user (think on the page you get after creating the database). Add a new user for each database and set the permissions (not sure if this is needed with plesk) for the user/database.
PS There is a manual topic on using plesk to create a database:
Setting-up a MySQL Database in Plesk