|Picture stolen from Microsoft Support forum|
Here is the fix:
You have a buggy version of Windows Phone and you have to update it in order to back up without the error.
Probably your phone does the backup OK and you can find it browsing with the computer the Onedrive website. You'll find a backup with the date of your last 'erroneous' backup in the proper section of the web.
So check for phone updates and proceed. Don't worry for data losses, your data will be back after the update despite of backup error.