According to this documentation using use mays should create a db if it isn't already created:
MongoDB use DATABASE_NAME is used to create database. The command will create a new database, if it doesn't exist otherwise it will return the existing database.
So why doesn't mongo use mays work?
root@server88-208-249-95:~# mongo use mays
MongoDB shell version: 2.6.11
connecting to: use
2015-09-16T22:17:20.316+0100 file [mays] doesn't exist
failed to load: mays
/data/dbdo you have that folder ?$ mongoand then> use mayswithin it/var/lib/mongodbthis is my db path