Backing up your files means you have a second copy somewhere safe. If your computer fails, gets infected with ransomware, is stolen, or is lost in a flood or fire, your files survive. Without a backup, they are gone permanently. Setting one up takes about ten minutes and then runs automatically.
If you have a Microsoft account, OneDrive is already installed on Windows 11. Open OneDrive from the system tray, sign in, and turn on folder backup under Manage backup. This backs up your Desktop, Documents, and Pictures folders to the cloud automatically.
The gold standard for backups is the 3-2-1 rule: three copies of your data, on two different types of media, with one stored offsite. For most home users, that means keeping your files on your computer, backing up to an external drive, and also using a cloud backup like OneDrive or Backblaze. If your house burns down, the offsite cloud copy is what saves your data.