Microsoft has made a special effort to point out that due to changes in the way your Windows 10 Mobile device is backed up, that is once a week, you may want to take the extra step of manually backing up your phone before updating to the latest Insider build, in this case 14946.
Here's what the blog post has to say:
Important note about a change to automatic backups of your phone (Mobile): We have changed the frequency of scheduled backups for Mobile to once a week. Initiating a backup manually by clicking the “Back up now” button remains unchanged and works as expected. You can do this via Settings > Update & security > Backup and clicking the “More options” link at the bottom. As always, it’s good to do a backup of your device before updating to a new build.