No one here knows exactly what data you have and where it is.
But a "best guess" is... back up your home directory. (Desktop, Documents, Downloads, Music, Pictures, Videos) and that should catch most of it. (Unless you store your files in a non-standard location).
Also keep in mind.... most (but not all) your data (word processor files, spreadsheets, pictures, mp3s, etc..) will work in Linux, but not all of them, not 100% are guaranteed to be compatible.