Depends on how important it was either practically or personally.

If it involves anyone's safety or something like that, absolutely correct it ASAP!

"Hey, so remember when we were talking about BLANK? Well, I realized I may not have explained the situation properly. Here's what I should've originally communicated: (explanation). We need to get this addressed."

If it's something petty and pointless? I would be more inclined to leave it unless it comes up again for some reason.