If you are just starting out, you may want to try the more modern MRIcroGL.. While I am glad that my MRIcron software has provien robust and popular, modern tools can better use contemporary hardware.

WIth regards to MRIcron:

1. If you load a 4D time series, MRIcron will ask you to select which 3D volume you wish to view. A single DICOM series can contain many 3D volumes (e.g. fMRI data is a 4D time series, and DTI is a collection of 3D volumes sensitized to different directions). You can either select the time series when you open a dataset, or use fslsplit to convert a single 4D NIfTI file to a series of 3D NIfTI files. With either option, I would start by using the MRIcron Import/ConvertDicomToNifti menu item to convert all of your DICOMs to NIfTI images. This will reduce the number of files (as it seems your data is in classic DICOM) and given them meaningful file names.
   
2. I agree, the drawing undo only has a single step, so you will want to be careful with each iteration. If you are using a MacOS or iOS device, you can try out our "NiiVue" application where the drawing mode allows multiple undos. We hope to release NiiVue for other operating systems soon.