Our IDs look something like this "CS0000001" which stands for Customer with the ID 1. Is this possible to to with SQL and Auto Increment or do i need to to that in my GUI ?
I need the leading zeroes but with auto incrementing to prevent double usage if am constructing the ID in Python and Insert them into the DB.
Is that possible?
You have few choices:

Construct the CustomerID in your code which inserts the data into
the Customer table (=application side, requires change in your code)
Create a view on top of the Customer-table that contains the logic
and use that when you need the CustomerID (=database side, requires change in your code)
Use a procedure to do the inserts and construct the CustomerID in
the procedure (=database side, requires change in your code)
SQL - Possible to Auto Increment Number but with leading zeros?