I made some annotating mistakes, so I closed it. After a restart and re-opening the pdf, + saw those mistakes again I closed the app + deleted the pdf. I redownloaded the pdf + re-opened in OKular, the mistakes where still there, so I want to know why + if I make mistakes again then how can I Undo.

You can just remove the annotations you added. For example, you can use the "review" panel of the sidebar, right-clicking on each annotation and removing it.