No, this is not linked to Rasa, but there are a lot of things you need to consider before proceeding, including:
- Server RAM, CPU, and storage
- Speed of data flow
- Relationship between tables in the database
- Structure (SQL vs NoSQL)
At first sight, I would suggest using MongoDB or ElasticSearch as a database. But a lot of starters prefer to use MySQL or the like, so you can go with that if you already know it (but you won’t really need the relational and structural aspects of it, they can even become a hindrance).
Study at least the differences between these databases before definitely sticking with one though. Then, you can look up tutorials on how to use that database with Python.