how important is backlash in a simple home setup ??

Hello again everyone, I'd like to know what sort of backlash can be
tolerated without serious mishaps ?? I'm finalising the drivers for a
cnc router I built, now before I spend too much cash I'd like to get
an honest opinion on how much backlash can I tolerate if fir instance
I'd like to do small plaque engraving, PCB drilling etc.

I didn't have access to any expensive anti-backlash nuts etc.(main
objective is to do it as cheaply as possible, if I like the hobby I'd
spend more bucks)......... so I just used a single nut on some
threaded rod, plus the homemade couplings between the steppers and the
threaded-rod I used also has quite a lot of play in them, so as I
measured I'd have about 0.8 mm error, I suppose that's a lot, but as I
measured it's only out by that much whenever I change direction on a
axis, once it's moving in a single direction the error becomes much
smaller, now if I use software backlash compensation does that add 0.8
mm for every step or only when I change direction ??