C# – Cannot insert the value NULL into column, table; Column does not allow nulls… But this column is Primary Key and has autoincrement property

In addition to adding these attributes to your Id column:

[Key]
[DatabaseGenerated(DatabaseGeneratedOption.Identity)]
public Guid Id { get; set; }

in your migration you should change your CreateTable to add the defaultValueSQL property to your column i.e.:

Id = c.Guid(nullable: false, identity: true, defaultValueSql: "newsequentialid()"),

This will prevent you from having to manually touch your database which, as you pointed out in the comments, is something you want to avoid with Code First.

The issue in fact is hidden in this mapping:

HasMany(x => x.TitleSetTitles)
    ...
    .Inverse();

This mapping is instructing NHibernate:

The chlild will care about this relation.

But that means, that child must know about its parent. which is not true in this code:

var titleSet = new TitleSetDataEntity
{
    Name = "Somename",
    ...
    TitleSetTitles = new List<TitleSetTitleData>
    {
        new TitleSetTitleData...
    },
};
session.Save(titleSet);

In this code, the child instance created by new TitleSetTitleData is missing the parent reference! And that's the problem

NOTE - I guess that the property TitleSetTitles is of type IList<ChildDataClass1> TitleSetTitles but in the code we use new List<TitleSetTitleData> ... I guess it is a typo

The correct syntax would be:

var titleSet = new TitleSetDataEntity
{
    Name = "Somename",
    ...
    TitleSetTitles = new List<TitleSetTitleData>();
};
var child = new TitleSetTitleData
{
    ...
    ParentDataClassData = titleSet,
};
titleSet.TitleSetTitles.Add(child);
session.Save(titleSet);

And now, NHibernate will have enough information. Parent has a Child added in the list, Child knows about the Parent and .Inverse() mapping will work, because the ID of Parent won't be null anymore