Can't connect to local MySQL server through socket homebrew

I recently tried installing MySQL with homebrew (brew install mysql) and when I try to run it I get the following error:

ERROR 2002 (HY000): Can't connect to local MySQL server through socket '/tmp/mysql.sock' (2)

There is no /tmp/mysql.sock nor a /var/lib/mysql.sock.

I've searched and haven't found any mysql.sock file.

How can I fix this?