Henna is a vegetable dye, its a dried plant seed that leaves a stain on your hair. There are different kinds of Henna and its very difficult to find a good quality Henna. The reason why it does not last on your hair is because Henna needs many applications in order to build up the colour.
You definitely can go back to colouring your hair but you might struggle to change the colour depending on colour build up on mid lengths and ends. You cannot however do hi-lights on hair that has been stained with Henna due to the presence of metallic salts. This will cause hair to snap off.
Remember that if you colour grey hair with Henna it will pick up an orange stain.