Either one will give the same result, use whichever one you find more comfortable.
the "save inserted ID in session" option saves the value of the primary key column for the record that was just inserted to a session. this is helpful if you inserting related data to a second table at the same time, for example using the Manage relational table behavior. For ease of use, i recommend using the same name as the ID column in the table for the session name, but really you can use any name you like.