If I leave out a file when checking in, or accidentally include a file I don't want in a check in, is there a way to modify the changeset that was created?
You can modify a changeset's description and associated work items.
But there is no way to change the set of file changes (if it were possible then it would break atomicity—condsider what would happen if there had been another change to the file between the original, incomplete, changeset and now).
Check the file in separately with a mea culpa description: mistakes happen, most of good development practice is to deal with that reality.