Java Iterator backed by a ResultSet

This is a bad idea. This approach requires that the connection is open the whole time until the last row is read, and outside the DAO layer you never know when it will happen, and you also seem to leave the resultset open and risk resource leaks and application crashes in the case the connection times out. You don’t want to have that.

The normal JDBC practice is that you acquire Connection, Statement and ResultSet in the shortest possible scope. The normal practice is also that you map multiple rows into a List or maybe a Map and guess what, they do have an Iterator.

public List<Data> list() throws SQLException {
    List<Data> list = new ArrayList<Data>();

    try (
        Connection connection = database.getConnection();
        Statement statement = connection.createStatement("SELECT id, name, value FROM data");
        ResultSet resultSet = statement.executeQuery();
    ) {
        while (resultSet.next()) {
            list.add(map(resultSet));
        }
    }

    return list;
}

private Data map(ResultSet resultSet) throws SQLException {
    Data data = new Data(); 
    data.setId(resultSet.getLong("id"));
    data.setName(resultSet.getString("name"));
    data.setValue(resultSet.getInteger("value"));
    return data;
}

And use it as below:

List<Data> list = dataDAO.list(); 
int count = list.size(); // Easy as that.
Iterator<Data> iterator = list.iterator(); // There is your Iterator.

Do not pass expensive DB resources outside the DAO layer like you initially wanted to do. For more basic examples of normal JDBC practices and the DAO pattern you may find this article useful.