Trigger error in MySQL
Welcome to the site, very nice first post that includes table ddl, well done!

As indicated in comment, OLD exists only in update and delete triggers. Furthermore, there is a spelling error on rentamiento (at least it is spelled differently in your table). 

For changes of the row under insertion, typically a BEFORE trigger is used. You can use something like:

DELIMITER $$
CREATE TRIGGER categoria
BEFORE INSERT on automoviles
FOR EACH ROW
    SET new.categoria = CASE WHEN new.rentamiento BETWEEN 15 AND 25 THEN 'a'
                             WHEN new.rentamiento BETWEEN 26 AND 35 THEN 'b'
                             WHEN new.rentamiento BETWEEN 36 AND 50 THEN 'c'
                             ELSE 'd'
                        END;
$$
DELIMITER ;


I added a fallthrough case, which may or may not be necessary.