Backing up is a complete strategy, for which a full explanation is
beyond the scope of a newsgroup post. Fortunately, the web is filled
with good information for you to read.
As with many things, you start off simply -- by copying files you want
to safeguard to some place other than your hard disk. Then you learn
about different types of backup (mirror, incremental, differential, disk
imaging etc.) and how to backup information that can't simply be copied,
like your e-mail setup or your various program settings.
Soon you'll be looking at different backup programs and their relative
advantages and disadvantages. Finally, you'll formulate and hone a
backup strategy that works for you -- which may include partitioning,
scheduling, second line of defense, alternate hardware devices, etc.
As with any strategy, there are lots of opinions. Soon enough you'll
find what's right for you. Since any backup is better than no backup,
get started now. As you learn, you'll sort things out. I started out by
dragging and dropping to floppies, which I don't recommend. But at least
I was backing up, and that's more than you can say about many people.