@Stef if you want to be cautious just make a Restore Point periodically and/or use this ERUNT Gui
front end to back up just the Registry.
The underlying utility, ERUNT, I've been using for more than 10 years. It's a good tool to have in any case.
Edit: but as skwire says, most programs use it to store their settings. For example, the window size and position when the program was last closed, so it will open in the same place and size. Most programs store that in Registry keys. It's not that fragile, especially if you have backup. Some registry cleaners can be dangerous. But that's because they are deleting things wholesale.