1) Plug in your phone into a PC / MAC whatever you use and copy all the directories on the phone into a back up folder
2) Go to settings -> back up (under find my phone) -> turn on text message back up (if off)-> app+settings -> back up now and wait till it is finished
3) Go to email + accounts and sync the accounts you want (if you have contacts saved on different accounts other than your MS account - as contacts, calendar & tasks automatically sync for your MS account)
4) You will not be able to back up Apps, as they re-install directly from the store
Once you have downgraded to Cyan and if you were on update 1, previously do not restore instead:
1) Re-enrol
2) Update to GDR1
3) Do a hard reset
4) Restore
Also you will lose app and game data from games / app that do not utilise OneDrive for cloud saves along with any discontinued apps that were on your phones previously.