It is always scary to do this at least if it is a mayor one like now IOS9. Of course make a backup in itunes.
Then in Itunes/preferences/Units. Rightclick on the backup you just did and choose Archive. Now you have a backup saved but a backup wont let you go back to an earlier system version. For that we need to find a restorefile on the internet. Find your devive here and download the one that is for your device. Now you have a way back if needed. Go ahead and upgrade your Iphone!
You need to go back?
Plug your iPhone into the computer and fire up iTunes. On the iPhone device page, hold down the Option/Alt key on your keyboard if you’re using Mac OS X, or the Shift Key if you’re on Windows, and click on the Restore iPhone… button as you keep holding the key down. A finder or explorer box should pop up and you’ll want to navigate to whatever folder you saved the 8.4.1 IPSW file in. Select the IPSW file before clicking Open and the process should start.
After the installation process is complete, iTunes will ask you if you would like to restore a backup. Make sure to say yes if you want to transfer over your apps and settings from the backup you made earlier.