As you start to work faster in photoshop you will need to use the keyboard shortcuts when undoing actions. They are straight forward and are simple to use. Here is how…

To undo any action, press Ctrl + Z (This is only to undo your last action)
To repeatedly undo, press Ctrl + Alt + Z (This will keep undoing your previous actions)
To redo any action, press Ctrl + Shift + Z (This will redo any actions that have been undone)