The best thing to do is make sure you have WiFi turned on, plug in your iPad to the power adapter, turn off the screen and it will automatically backup. Or you could open the settings app and go into your iCloud email account and go to where it says backup and you can manually force a backup.
I wouldn't turn it off. If you ever have a problem with your iPad you will be able to restore all of your settings from the cloud. It works great.
That message you see is a safety feature. Once you backup it won't appear anymore.