mysql when in command line how to jump previous line
You can't. 3.2. Entering Queries says your only option is to end the query and [Ctrl]+[C] out.
At this point, what do you do? The simplest thing is to cancel the command. However, you cannot just type \c in this case, because mysql interprets it as part of the string that it is collecting. Instead, enter the closing quote character (so mysql knows you've finished the string), then type \c: