Simply open your .sql file with Notepad++ or some IDE (I use PHPStorm)

Locate these lines (usually line numbers: 14 and 25) and delete them:

CREATE DATABASE IF NOT EXISTS `veseuwdr_veselka` DEFAULT CHARACTER SET utf8 COLLATE utf8_general_ci;
USE `veseuwdr_veselka`;

See the screenshot:

You might also want to UNCHECK the

Allow the interruption of an import in case the script detects it is close to the PHP timeout limit. (This might be a good way to import large files, however it can break transactions.) Skip this number of queries (for SQL) starting from the first one

option when importing your .sql file

See the screenshot below: