Sudoku X4 keeps a full history of your moves.
↩ Undo — steps back through your history one move at a time. If you've gone down a wrong path, keep pressing undo until you're back where you want to be.
↪ Redo — replays moves you have undone, in case you went too far back.
The undo history includes digit entries, candidate toggles, and cell mode flips. Selecting a different cell is a step too, and so are turning the digit assistant on or off, resetting its candidates, and starting over. So after you have moved around the board, undo first walks the selection back, one cell at a time. The history is saved with the game, so you can undo even after closing and reopening.
Undo takes back moves, not what you have seen: it does not undo a peek at a hint, or a check that showed a mistake.
Long-press (or right-click) Undo to start the puzzle over — after a confirmation, every entry and pencil mark is cleared, leaving just the clues. Starting over is itself one undoable move, so a single tap of undo brings your work back.