Have you specified that MySQL should use a character set that supports the characters that you want to use? Eg. utf-8? It can be done in several ways, for example when creating the database:
CREATE DATABASE `foo` DEFAULT CHARACTER SET utf8
It can also be specified per-table or per-column. Check the MySQL documentation for that.
You also need to set the correct options (in hibernate.properties/hibernate.cfg.xml or wherever you keep your configuration settings) in the connection URL to your database. For example: