When a track is loaded, it is marked light green in the browser. After the track has been played for more than 1 minute, it will turn dark green to indicate it has been played.
You can highlight the track in the browser and press Menu > Playstate to mark it as played or unplayed. You can also go to the latest History playlist to see all played tracks from that USB. This includes tracks played on linked players.
Lastly, you can press Menu in the normal player view to see a list of all tracks that were loaded on that player. This allows you to quickly load a previous track.