Signed up just now for MLB. They asked for password, which I assumed was my Roku password. They said it was incorrect. Shouldn't it be the Roku one?
Did you sign up on MLB's website or through Roku? No channel/app will ever ask for your Roku password. Your device is linked to your Roku account and you never need to enter your Roku password on your Roku device.
It's not real clear what you're trying to do. If you just signed up for an MLB account on their website then you'd use whatever credentials you set up there to sign in on a Roku device.