Losing a phone is annoying. Losing the photos and messages on it is much worse, and most people only find out what wasn't backed up after it's gone.
What's covered automatically
With iCloud Backup or Google One backup switched on, you get app data, settings, messages and, if you enable it, photos. Check that backup has actually run in the last few days: both show the date of the last successful backup.
What usually gets missed
Chat apps often keep their own backups, separate from the phone's. WhatsApp and Signal both need their own backup switched on, and Signal's is local by default. Two-factor authenticator apps are the other common gap; move them to one that syncs, or print the recovery codes.