You will need to empty out the partially set-up database before trying again (drop all tables).

My preferred way round such issues is to install from the command line. Seehttps://documentation.concrete5.org/developers/appendix/cli-commands...

From a terminal/CLI window, change directory to the root directory of your c5 site and then
> concrete/bin/concrete5 c5:install --interactive

If you would prefer to try again through the web interface, first close all un-necessary applications and services on your system.

I tried the installation with the terminal and I get the same error.
Oh and the database was empty.

You could double-check you have the correct database login/password/dbname/location and that your database login has the necessary permissions. A simple typo such as upper/lower case or a trailing space could cause the database connection to fail.