Conectando-se a um banco de dados Mysql com C # - Precisa de alguns conjuntos de dados

Aqui está um exemplo simples que você deve seguir para corrigir os erros em sua abordagem:

Coisas de SQL

drop table if exists users;
create table users
(
user_id int unsigned not null auto_increment primary key,
username varbinary(32) unique not null
)
engine=innodb;

insert into users (username) values ('f00'),('bar');

Método C# DataAdapter

Observe que eu não abro explicitamente a conexão db - o DataAdpater faz isso por mim.

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;

// addded these
using MySql.Data;
using MySql.Data.MySqlClient;
using System.Data;

namespace mysql
{
    class Program
    {
        static void Main(string[] args)
        {
            const string DB_CONN_STR = "Server=127.0.0.1;Uid=foo_dbo;Pwd=pass;Database=foo_db;";

            MySqlConnection cn = new MySqlConnection(DB_CONN_STR);

            try {

                string sqlCmd = "select * from users order by user_id";

                MySqlDataAdapter adr = new MySqlDataAdapter(sqlCmd, cn);
                adr.SelectCommand.CommandType = CommandType.Text;
                DataTable dt = new DataTable();
                adr.Fill(dt); //opens and closes the DB connection automatically !! (fetches from pool)

                foreach (DataRow dr in dt.Rows){
                    Console.WriteLine(string.Format("user_id = {0}", dr["user_id"].ToString()));
                }
            }
            catch (Exception ex)
            {
                Console.WriteLine("{oops - {0}", ex.Message);
            }
            finally
            {
                cn.Dispose(); // return connection to pool
            }
            Console.WriteLine("press any key...");
            Console.ReadKey();
        }
    }
}

Exemplo de C# DataReader

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;

// addded these
using MySql.Data;
using MySql.Data.MySqlClient;
using System.Data;

namespace mysql
{
    class Program
    {
        static void Main(string[] args)
        {
            const string DB_CONN_STR = "Server=127.0.0.1;Uid=foo_dbo;Pwd=pass;Database=foo_db;";

            MySqlConnection cn = new MySqlConnection(DB_CONN_STR);

            try {

                string sqlCmd = "select * from users order by user_id";

                cn.Open(); // have to explicitly open connection (fetches from pool)

                MySqlCommand cmd = new MySqlCommand(sqlCmd, cn);
                cmd.CommandType = CommandType.Text;
                MySqlDataReader rdr = cmd.ExecuteReader();

                while (rdr.Read()){
                    Console.WriteLine(string.Format("user_id = {0}", rdr["user_id"].ToString()));   
                }
            }
            catch (Exception ex)
            {
                Console.WriteLine("{oops - {0}", ex.Message);
            }
            finally
            {
                cn.Dispose(); // return connection to the pool
            }
            Console.WriteLine("press any key...");
            Console.ReadKey();
        }
    }
}