I've just realized that my phpmyadmin has full privilegies (to guest also).
However phpmyadmin is actually a link to another directory in my unix system. Is that normal or should I change the settings ?
Yes, that's normal. The permissions of symbolic links look like that. To see the permissions of the target, you need to dereference the link:
No, it isn't. But check the permissions of linked directory. Read (and Execute for directories) permissions are enough for phpMyAdmin.