Lets say I have selected bezier tool and started drawing a path by creating three points. The third point was positioned wrongly and I would like to undo to the moment where only two points where made, can I do this without leaving the bezier tool?

Delete and Backspace will undo the last segment.

lets say i don't need bezier while i use pencil tool. but i appears everytime i insert the point into the line and i have to delete bezier nodles manually. it sucks. how to turn off appearing it?

You can't control nodes when drawing with Pencil, if you need the control you should use Bezier tool.

If you end up with too many nodes when using Pencil you can Simplify path (Path > Simplify or Ctrl + L).

In the new version 0.47 there will be an option Smoothing under Pencil tool that you'll be able to use to control how many nodes are created. You can download the development version if you want to try it right away.