The disclaimer is that I'm not familiar with XAMPP and how they package phpMyAdmin, but they should have either created a controluser for you or not tried to configure one. It's possible one exists and the password got lost; in theory you should be able to reset the password on the controluser account from within phpMyAdmin.
That being said, unless you plan to use some of the advanced features such as bookmarking or tracking changes, there's rarely a need for a controluser. You can edit your config.inc.php and remove the lines $cfg['Servers'][$i]['controluser']
and $cfg['Servers'][$i]['controlpass']
. That should eliminate the error message.