Your browser is your workshop. You should learn all of its ins and outs of all of the tools it provides.
Even when you do something stupid (Like accidentally close a tab.)
I've always thought that Undo should (also) open the last closed tab.
@thunderpaw Undo does open the last closed tab in Safari.
Aha, but it does't work with Safari 6 :)
It's a general convention in chrome and chrome UI. For example it works in SublimeText as well!