The backlight is the first. It is made of 4 white LEDs in parallel with a transistor to control them. The LEDs can draw as much as 80mA all together, but you can PWM the backlight to dim it - the transistor makes it easy to connect any kind of microcontroller output. You can also connect the backlight pin directly to a 3 or 5V pin to turn it on all the way.
We'll begin by assuming you'll be using the 1x20 connector and an Arduino. Wiring may be different for your microcontroller.
Start by connecting the first pin Ground of the LCD to ground and the second pin 3-5V to 5V (you can use 3-5V, this pin will power the TFT and backlight so be sure it can supply 100mA). Then skip 5 pins and connect pin #8 Backlite to 5V.