Nothing you type in the grid reaches your store until you press Apply. Until then it is a draft change, and there are three ways to take one back.
Ctrl+Z
Ctrl+Z (Cmd+Z on a Mac) takes back the last edit made on this page, and redo puts it back. The history is this page's: moving to another page, or changing the search, starts a new one.
In the row
A row with draft changes shows them tinted, and offers to take its own drafts back. The cells return to what your store holds.
Discard all changes
On Review changes, Discard all changes asks first, "Discard all N changes?", then drops every draft of this kind of row, on every page, not only the ones listed. Nothing in your store changes. A discarded draft cannot be brought back.
Drafts are kept until you deal with them
Close the app and come back: the drafts are still there. Home counts them, and so does the line over the grid. A column you untick in Choose fields stays until its drafts are discarded.
Drafts are per kind of row
Variants, products and orders each keep their own drafts. Review changes on Products names drafts waiting on Variants or Orders, with a link to each grid, so none is forgotten.