"Host XXX is not allowed to connect to this MySQL server" change XXX for another name

Hello,

Assuming you are trying to connect remotely, you need to create the MySQL user with the specific host, something like:

GRANT ALL PRIVILEGES ON dbname.* TO 'dbuser'@'Host XXX' IDENTIFIED BY 'password' WITH GRANT OPTION;

Yes, but I don't ask for the solution about how to connect, but I ask for how to change the "XXX" hostname.

Hello,

It depends on the distro you are using, rename it with: "hostname newname" and then edit /etc/sysconfig/network for CentOS/RHEL or /etc/hostname for Debian/Ubuntu

You can change it with those hostname command given you're package is up to date.