mysqldump with create database line

By default mysqldump always creates the CREATE DATABASE IF NOT EXISTS db_name; statement at the beginning of the dump file.

[EDIT] Few things about the mysqldump file and it’s options:

--all-databases, -A

Dump all tables in all databases. This is the same as using the --databases option and naming all the databases on the command line.

--add-drop-database

Add a DROP DATABASE statement before each CREATE DATABASE statement. This option is typically used in conjunction with the --all-databases or --databases option because no CREATE DATABASE statements are written unless one of those options is specified.

--databases, -B

Dump several databases. Normally, mysqldump treats the first name argument on the command line as a database name and following names as table names. With this option, it treats all name arguments as database names. CREATE DATABASE and USE statements are included in the output before each new database.

--no-create-db, -n

This option suppresses the CREATE DATABASE statements that are otherwise included in the output if the --databases or --all-databases option is given.

Some time ago, there was similar question actually asking about not having such statement on the beginning of the file (for XML file). Link to that question is here.

So to answer your question:

• if you have one database to dump, you should have the
  --add-drop-database option in your mysqldump statement.
• if you have multiple databases to dump, you should use the option
  --databases or --all-databases and the CREATE DATABASE syntax will be added
  automatically

More information at MySQL Reference Manual