Use:
SELECT MIN(t.id) 'mi',
t.val,
COUNT(*)
FROM (SELECT x.id,
x.val,
CASE
WHEN xt.val IS NULL OR xt.val != x.val THEN
@rownum := @rownum+1
ELSE
@rownum
END AS grp
FROM TABLE x
JOIN (SELECT @rownum := 0) r
LEFT JOIN (SELECT t.id +1 'id',
t.val
FROM TABLE t) xt ON xt.id = x.id) t
GROUP BY t.val, t.grp
ORDER BY mi
The key here was to create an artificial value that would allow for grouping.
Previously, corrected Guffa's answer:
SELECT t.id, t.val
FROM TABLE t
LEFT JOIN TABLE t2 on t2.id + 1 = t.id
WHERE t2.val IS NULL
OR t.val <> t2.val
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