1 How to backup your data correctly
1.1 USB stick
You can use a USB stick with the cp command
cp -r yourfiles /mnt/usb/yourfolder/
1.2 On a server
You can save your data on your own server if you have got one with the rsync command
rsync -aHSv --del --progress ~/yourdata email@example.com:primaryfolder/secondfolder/./ -n
You can also use the scp command
scp "file" nameofthemachine@ipofthemachine:~/destinationfolder
2 What data do you have to save?
The most important one is you ~/ folder which contain most of your personal data and private keys.