I'm installing Mantis on a system running MySQL 4.1.11 and PHP 4.3.9. I kept getting errors on the initial connection to the database, and spent a couple of hours trying to figure out what was wrong (it didn't help that the username documentation was vague). I finally found that MySQL was using new passwords, and PHP 4 can't handle them: changing to old passwords in MySQL fixed it.

Your documentation should mention this as a possibility. admin/install.php should also put up a warning if the connection fails and the MySQL/PHP versions are vulnerable to this.