You should always back up your system before performing an upgrade. SP6 is a much less drastic change than SP5, but there is always someone who experiences problems.
You should also review the "Installing Afaria" document at SAP Afaria – SAP Help Portal Page for the version you are upgrading to.
After SP5, you can upgrade only two service packs at a time maximum. You can upgrade directly to SP7, but their have been some reports of problems if SP6 is skipped. I am not aware of any problems skipping service packs after SP6.
I hope this helps,
Mike Loop - SAP Product Support