This procedure will prompt Facebook to make an archive of your account and send it to you via an email link.
Log in to Facebook from a computer (not phone).
Click small down arrow in top right corner, then click Settings (fourth from bottom).
You should now be at "General Account Settings". In the center of the page you should see "Download a copy of your Facebook data", click it.
You should now be at "Download Your Information", click the green button "Start My Archive".
You will be prompted to "Please Re-enter Your Password". Do so and click Submit.
You will see a box "Request My Download", click the blue button "Start My Archive".
You will be sent an email, click Okay.
You will receive an email from Facebook with the subject "Facebook download requested".
You will then receive another email from Facebook with the subject "Your Facebook download is ready".
Click on the link in the email, click the green button "Download Archive". Enter password again.
You will be prompted to download a zip file, save it.
Inside the zip file is an "index" file that you can open in your browser and see a summary of your activity, photos, messages, etc.