It is important to back up your Blockchain.info wallet. If Blockchain.info goes away and you haven't backed up your wallet, you will lose your bitcoins. They give you several ways to do it. Choose one.

You also need to save your identifier and password. You need those to access your wallet.

Blockchain also gives you other information that you can use to recover your wallet in case they go away. It is important to save that information.

Unlike other sites, Blockchain.info does not have access to your wallet. They only store it for you in encrypted form.

Other sites talk about "your wallet", but it isn't really your wallet -- it is their wallet. They hold your bitcoins for you (along with everyone else's bitcoins) in their wallet.