How do I back up all User Data?

Insert a USB stick in the USB “TO DEVICE” port
Press [UTILITY] > touch “Contents” > “Store/Save” > set the “Content Type” = Backup File
This file (.X8A) Type saves all user created data.

How do I determine how much space is available for loading new Performances?

Press [UTILITY] > touch “Contents” > “Data Utility” > tap the “Performance” Folder. Here you will see all of your User Performances. In the upper right corner it will show you how many of the 640 Performance locations you have used thus far.

How do I delete individual Performances if I need to free up space for new Performances?

While in the Performance Folder you can sort the listing by Default (the order you have them listed) or by Name (alphabetically, reversed), simply tap the Performance Name a pop-in menu appears to either Rename or Delete the current item.
If you tap JOB (turns green = active) you can now *select* several Performance Names by placing a check mark next to each, then Delete as a group.

Hope that helps. For more detail please see the Reference Manual... Page 198