If you've never backed up your WordPress Database, you're not alone. Most people don't realize the importance of doing this before it's too late. It is of course unlikely that you will need to use the backup, but you should treat backups like car insurance : You don't plan to use it, but if you do need it you'll really regret not having it.
The most critical time to backup your database is prior to upgrading your WordPress installation to the latest version. You should always upgrade on a regular basis as failure to do so can result in security holes of varying severity.
You should consider using a plugin for backup which allows you to do an online SQL server backup of your WordPress Database and potentially even your site contents and files. It will allow you to do an online SQL server backup of your database . If you use a plugin for backup you can also opt to do an offline SQL server backup, which allows you to store the backup files anywhere you like.
Some backup plugins are available for a fee, while others are free. The paid options generally come with a great amount of support if you run into issues, so you will want to consider a paid plugin if you are not technically inclined.
No matter which backup method you choose, you should always have a plan in place for restoring your site if the worst happens. This means you should not only save your backups, but you also need to know how to restore them if needed. You don't want to find out that there's a problem with your backups after your site goes down, always check that backups are taken on a regular schedule and ensure that they are usable.