For new iCloud users you will need to log in using your Apple ID and password, accept the terms and allow the device to “merge” with the iCloud. You will also need to have "Location Services" turned on (found in the "Settings" app under "Privacy").
Choose what you would like to back up and switch the appropriate items on/off.
If they are set to OFF, they will not be backed up.
iCloud Backup Screenshot
Scroll down and select "Storage Backup."
Make sure "iCloud Backup" is set to ON.
Select "Manage Storage."
Select the name of the device. It may also be labeled with “This iPhone.”
Scroll to "Backup Options." switch "Camera Roll" to ON. Be sure to switch ON any other apps that have data you’d like to save.
iCloud Backup Info
Select the button in the upper left to go back until you are back on the "Storage Backup" screen.
Scroll down and select "Back Up Now."