If at any time you make a mistake while entering boundaries, you may "undo" the vertices of the boundary you are entering, by:
Selecting Undo from the right-click menu, OR
Typing u followed by Enter in the prompt line.
Either action will remove the last vertex from the current polyline you are entering. Undo can be repeated any number of times to remove successive vertices from a boundary you are drawing – experiment with this option to see how it works.
The u command is only operative while you are entering a boundary. After a boundary has been added, you can use the global Undo option or the Edit options in the Boundaries menu to remove or edit boundaries.