I think almost all languages should have a database built in. Almost all programs need a way of storing and querying data but the drama required to hook up to an external db is excessive for little programs. Basic dB functionality should be as available in language standard libraries as file access.
One line _after_ you figure out the myriad of database libraries available, half of which are abandoned, a quarter which are little toys, and if you're lucky one that has a core dev who is being paid real money to support and maintain the library.