In emacs, when i am editing a program, and miss-input some command and make the cursor jump to somewhere in other files. Is there a short-cut key or command to jump back to the last location of the cursor?
I believe what you are searching for is
The global mark ring is updated automatically on many occasions such as buffer switching, accidental or otherwise.
It will also highlight everything between your previous cursor location and the new location (if you want to get rid of the highlighting, just C-g). You can set the location where you will jump back to with C-space. So, for example, you might plan to use this with:
cursor at the start of a paragraph
move cursor to the end of the paragraph
(the entire paragraph is now highlighted)
(the paragraph is now in the copy buffer, ready to be pasted elsewhere with C-y)
You can use the command previous-buffer which in my version (GNU Emacs 23.2.1) is bound to
Just type Meta-x describe-key C-x left for further information
There is also winner-mode that binds