The very first thing to have: something to backup TO. Good possibilities (depending on how much data it is) include:
1. diskette (1.44 Mb)
2. ZIP-drive, Jazz-drive (100-250 Mb)
3. USB-stick (1-8 Gb)
4. CD-R(W) (700 Mb)
5. DVD-R(W), DVD+R (4.7 Gb, double layer twice as much)
6. external hard disk (100-500 Gb)
7. internal hard disk of another PC in your home network
8. tape drive
9. somewhere on the internet (online storage, online backup)
1 and 2 are old-fashioned
3 I can only recommend for short-term storage
Other ones are OK, but remember it's best to have 2 different backup media, just in case something happens with one of them. For example, the Storage forum here is full of posts about external hard disk that broke down.
If you make a few choices to start with, maybe we can tell more.
Very new to computer-land. Please tell me how to back up my documents, of which I seem to have created a large amount in a short time. Thank you