@mayintoronto
On Mastodon:
1. Settings
2. Import & Export
3. Download everything that there's an option to download.
Other interfaces will be slightly different, but are likely pretty similar.

After that, I recommend:
- Renaming the files to have integrated timestamps (if they don't already—makes maintaining multiple versions of backups easier)
- Renaming the files to include the instance domain (if they don't already—important if you have accounts on multiple instances)
- Backing the files up in a few places. Don't just leave them on a single hard drive, where they can be lost as surely and easily as if you hadn't downloaded them at all.

If your instance should go down, this is essentially a checkpoint, a save point, so you don't lose everything.