Warning: Think twice before making changes directly in the database. The application (Magento) may show unexpected behaviour when you did not use the Admin interface to make changes.
For security reasons you cannot connect directly to the MySQL port 3306 on our servers. You will need to use an SSH tunnel. You can find more information about the MySQL connection details in this article.
As an alternative for installing a desktop tool you can use the web tool PhpMyAdmin, which MageHost already installed for you.
Sequel Pro / Sequel Ace
Sequel Pro is one of the most popular tools to connect to the database from a macOS desktop.
Be aware the software is outdated, the latest version is from 2017 and there is no active development.
Sequel Ace is an alternative which is well maintained, the connection details look the same.
MySQL Workbench is developed and maintained by MySQL (Oracle) itself.
This tool is popular among Windows users, although it has a quite complicated user interface.