I'm currently in the middle of writing my next course for Virtual Pair Programmers, which will be on using Hadoop. Typically in Virtual Pair Programmers courses, we use Apache's Derby database. We choose this because that's because it's light-weight, and so easy to distribute. It needs pretty much no installation / configuration etc. We can provide students with a full copy of the application and sample databases, and they can avoid having to spend time setting up and configuring a database server, such as MySQL, and having to import a database.
One of the topics we'll be covering on the Hadoop course is the use of the DBInputFormat and DBOutputFormat to read from and write to a relational database (we'll be learning about Sqoop too but the same issue will affect Sqoop... it's just that I've not got to that part of the script just yet!).