Class.forName("com.mysql.jdbc.Driver");
Connection conn = DriverManager.getConnection("jdbc:mysql://localhost:3306/mca", "root", "root");
PreparedStatement pst = conn.prepareStatement("INSERT INTO TESTE (NOME) VALUES (?)", Statement.RETURN_GENERATED_KEYS);
pst.setString(1, "FIERODD");
pst.executeUpdate();
ResultSet rs = pst.getGeneratedKeys();
int id = 0;
if(rs.next()){
    id = rs.getInt(1);
}
System.out.println("Id gerado pelo insert foi " + id);