If you made a wrong connection, you can remove it by clicking - icon on the label.
At any point, you can click Apply Skeleton to apply the rig even partially mapped rig. Animate warns you if you try to apply partially mapped rig. You can go ahead and apply anyway. Although rig and motion will be incomplete.
During mapping, if you want to reset all mapped bones then click Reset in the mapping panel.
Once all bones are mapped, click Apply Skeleton to create bones and connections on the character. If the motion check box on the panel is selected, motion for the character will also be applied in the timeline.