(Assuming you are not rooted) Go to Settings and Backup & Reset, verify Backups are turned on and you Backup Account is correct (gmail account typically), these happen automatically and will backup your Contacts, most system settings (like WiFi associations and passwords), wallpaper, and what apps are installed (NOT the data). Other items like photos, SMS messages, and all other data need to be backed up with other apps like Google Photos, SMS Backup & Restore, or other apps. You can also use ADB to backup data on the phone (
[GUIDE] Full Phone Backup without Unlock or … | Samsung Galaxy Nexus)
If you are rooted, you can use Ultimate Backup, Titanium Backup, or even TWRP to do a full backup.