Your data is stored only on your devices and nobody else have access to it. It also means that if you don’t specify that you’d like to make backups we won’t and if you lose your device your data will be also lost.
To be sure that your data is safe you can turn on an automatic iCloud backup of your data.
Open Your Profile → Your Data → iCloud.
You can also export all your data from time to time to keep it safely stored and encrypted under your pillow.
If you’re looking for end-to-end encryption, check out Is my data end-to-end encrypted?