I don't have enough reputation to add a comment, but just an extra note (add on to the amazing answer by emkey08), if the zip archive you download is 8.4 or later, the 'mysql_native_password' plugin is deprecated, and for version 9.0.0 onwards it is removed, so you can use 'caching_sha2_password' plugin instead.
ALTER USER root@localhost IDENTIFIED WITH caching_sha2_password BY '';
ALTER USER pma@localhost IDENTIFIED WITH caching_sha2_password BY '';
more info on the Caching SHA-2 plugin