Final answer:
The keyboard shortcut for Undo is Ctrl + Z. This command is widely accepted in most software applications on Windows systems, while the other shortcuts serve different functions.
Step-by-step explanation:
The keyboard shortcut for Undo is Ctrl + Z. The other shortcuts listed have different functions: 'Ctrl + U' usually underlines text, 'Ctrl + Y' typically performs the Redo function, and 'Ctrl + W' often closes the current window or tab. Remember that keyboard shortcuts can vary between different software applications and operating systems, but 'Ctrl + Z' is the widely accepted Undo command in most programs on Windows systems.