On my first run I took off all the ticks and ran analyse on one tick at a time. I let it show up what it was finding and if I did not fancy proceeding I unticked and went to next line.
This allowed me to see what it was finding and gave me confidence to delete step by step.
You can do a backup when dealing with registry with the built in save.
Don't clean if you are uncertain but most will tell you CCleaner removes junk and not good stuff.
You should always keep a backup. Even if you don't use CCleaner.