Black Cat Godess
I'd stop the Halocaust from happening and prove how the world was created. However, I wouldn't do what Chod did and kill G-d, if G-d is at the beginning of the world. XD That was a funny episode.
Unfortunatly, it has been theorised that had the holocaust not happened, the Jews would have joined Hitler's army and then Hitler would rule the world. Had they not been segregated like they were and treated like the germans, they would have joined.
If I had a time machine. I would go back in time with the knowledge and sceince that we have now, Kill all the people that invented, gunpowder, nuclear bombs, discovered gas, then rule the world as a utopia with no guns or nuclear missiles, a land where if there are wars, Skill, and not technology will be the deciding factor.