All you had done and saved in settings -> backup will be restored. Included apps list , they will be downloaded in W10 version automatically form Store (and that's the longest part of process).
Same as Messages , Contacts, Home screen color and settings.
iF your music , photos and videos are in on a sd card, it will be not touched. If you don't trust, remove it.
If you don't own a sd, save music to a pc via usb cable, so after all you'll move it again in phone.
That's exactly the same you should do on a notebook / pc.
After everything will be finished, you'll check everything gone fine and eventually correct settings not copied (tipically notifies, alarms, sounds)