It asks if you want to back up your Documents and Desktop folders to iCloud and tells you how much space this'll take up. I've reset the machine before and had to rebuild the desktop, so I think, sure, let's do it.
It put all my desktop icons in a fucking folder on the desktop and THAT is backed up. For fucking real? Terrible UX choice, whose idea was this shit? We really, truly couldn't have just... I'm not sure... Backed up the Desktop folder as the OS said it would? This is such a goofy interpretation of that wording. Plus moving the icons back out to the desktop appears to not back them (and more importantly, their positions) up so this is just really strange. Do they want people to stop using the desktop for some reason...?