Image adjustments such as Hue/Saturation, Brightness/Contrast can be applied from the Main Menu (Image>Adjustments). This particular technique works directly on the image pixels and, unless you are able to locate them in the History Palette, you are unable to change or remove them.
An Adjustment Layer, on the other hand, simply holds the values of the adjustment and at any point (including after saving as a psd file), providing you haven’t merged the layer, you can make whatever changes you like without having any detrimental effect on the image.
In addition, Adjustment Layers are created automatically with a Mask attached, so you are easily able to apply the change to only part(s) of the image, and these parts can be extended or reduced at will retrospectively, also after saving as a psd file.

At the bottom of the Layers Palette, click the black/white circle icon and choose from the menu of adjustments. The new Adjustment Layer will appear immediately above the currently active layer, and the appropriate adjustment panel will open.
You can make whatever changes you want at this stage and then click OK, or you can click OK and make changes later.
To make changes subsequently, double-click the Adjustment thumbnail on the Layer, not the mask.
You can mask parts of the image so that they do not receive the adjustment. Make sure that the Adjustment Layer is the active layer and that the mask is the active element (double line around the mask thumbnail & mask icon in layer status box). Then paint with a black brush on the screen image to remove the effect. Painting white re-establishes the effect and with grey gives a partial effect.
You can remove the Adjustment Layer altogether by grabbing the adjustment thumbnail and dragging it to the dustbin on the layers palette.
You can remove the mask only, by grabbing the mask thumbnail and dragging it to the dustbin on the layers palette. In this case you will be given an option to change your mind or accept the discard.
See the note on Layer Masks for other ways of manipulating the mask.