I typed in "Set insert_id = 40" and it said "Query Ok, 0 records Affected" How does this command affect my database?

What I'm trying to do is set a starting number for my auto increment and saw that you could set it by "Set Insert_id" but i didn't know how to write it. I was just playing around with the code and enterend in just "Set insert_id..." without any reference to what table or column...i'm just confuesed.

1) IS there way to UnDo what i just did?

2) How do i set a starting number for auto_increment?

Thanks in advance for your attention!!