Backing up your data is the foundational step when changing your domain to avoid pitfalls on the road ahead. After the foundational step, you can move all of your content to the new domain. You can do this manually or by using various plugins available in the market. Next, you would want to set redirects of all your content for which you will be using permanent redirects .i.e 301. Lastly, you need to tell Google about your migration using Google Webmasters Tool and set up XML sitemap. You can create two sitemaps-one for the old domain and one for the new one. This eventually will de-index your old domain, and index your new domain.