I connected my iPhone to my MacBook Pro for the first time. I wanted to save photos from iPhone to Mac and get some music on my iPhone.
I, unknowingly, chose to restore backup rather than setting up as a new iPhone. Now I have lost pictures from my iPhone. How can I undo this is get my pictures back and the iPhone restored to its previous set of apps and configuration?
You cannot undo an iPhone restore from backup unless you have another backup from before you did the restore. In this case you could then restore your iPhone again from the other backup to bring it back to the state it was in before the first restore you did.
Assuming this is not your situation, and assuming that all you're really after is to retrieve the photos that were stored on your iPhone before you did the restore, your only hope is that your photos were synced/uploaded with an online service.
Unless you've specifically signed up for a 3rd party service (e.g. Dropbox, Google, etc) then your only bet is that your photos synced with iCloud in some way. Your best bet in this scenario is that you had Photo Stream enabled (although, since you've also got a Mac, you may have also had other iCloud / Photos options enabled).
I encourage you to read the following Apple resources. They explain how you can access your photo stream from other devices (many do have it enabled without realising). Even if these don't help you recover what you're missing, they'll certainly help you prevent a similar situation in future:
