MongoDB and SQLite are the recommended database types
In your Configuration File you can choose between 3 types of Database:
SQLite (sqlite) - default
MySQL (mysql)
MongoDB (mongo)
Out of all of these, only one of them doesn't require any special installation/setup and that's SQLite. Both MySQL & MongoDB requires you to have database created somewhere and details of it.
SQLite
SQLite is the default database type and doesn't require anything external. You just need to set database.type config field to sqlite and to the start bot.
MongoDB
To setup MongoDB, you need MongoDB Connection URI which you need to paste into database.mongo.uri field in config.yml.