Database?

Hello.

Wanted to create a some kind of database, where I can fill in my own data, create new files, with connection to eachother.
For example: Soccer.
I create a file with stats for a player. And by clicking on the birthplace, I get to se how many of my players are born the same place.
It doesn´t need to be connected to internet. But if would be great if I could design the interface my self and so on.

Do you know of a programe that allows me to do this?