One of the most frequent recommendations that you’ll read when it comes to jailbreaking your iPhone or iPod Touch is to back it up first. Before you begin, it’s important to distinguish between synchronization and backing up.
When you sync your iPhone or iPod, you literally synchronize the content (pictures, podcasts, music, videos, apps) between your computer and your device. Backing up, on the other hand, saves things like your mail settings, text messages, call history, etc.
As it turns out, iTunes automatically backs up your device whenever you plug it in, but only if you have it set to automatically sync. If you don’t, then you’ll need to right-click (or ctrl-click) on your device after it mounts in iTunes and then select “Back up” from the popup menu.
That’s it. Now just wait patiently while iTunes does its thing. If you already have a backup and need to restore your device, check out my my article on how to put your iPhone (or iPod) into recovery mode.