Official comment
There's no "undo" function, but if that playlist existed before you opened rekordbox, you can restore it from the backup:
Close rekordbox, and open the following folder:
Win 7/8/10: C:\Users\yourusername\AppData\Roaming\Pioneer\rekordbox
OSX: /Users/yourusername/Library/Pioneer/rekordbox
Rename datafile.edb to datafile.edb.old
Rename one of the numbered datafile.backup.edb files (with a timestamp earlier than when you started) to datafile.edb - removing .backup
Restart rekordbox and see if the playlist is there.
