It returns a void*, which you cast to a Whatever* that you passed into AddObject (in your case, Command*)
Code:
autoChooser.AddObject("Lowbar Auto", new Auto);
// Then in autonomous init
((Command*) autoChooser.GetSelected())->Start();
(A templated SendableChooser might solve this confusion)
It's not a memory leak since you'd never normally delete your auto commands anyway.