how to get DB backup script from Remote Server in MySQL using command-line utility?
The syntax for the password is wrong. You need to write the password immediately after the -p, without a space. That's why the password is interpreted as the database name.
Write this instead:
C:\>mysqldump -h <server ip> -u <user-id> -p<password> <db name> > E:\dumpfilename.sqlNotice how there is no space after -p. An example would be -phunter2, where the password is "hunter2".