If you are running a release older than 2.5 and you want to upgrade, you should upgrade directly to 2.5.5. Refer to the upgrade procedure below.
Upgrading Confluence should be pretty easy. We strongly recommend that you backup your confluence.home directory and database before upgrading!
If you are upgrading from Confluence 2.2.x or a later version, you can find instructions here.
If you are upgrading directly from 2.1 or earlier, you should also read the 2.2 Release Notes for warnings about the 2.1 -> 2.2 upgrade.