You can update your Nokia 5800 firmware by OTA (Over-The-Air) or via Nokia’s Software Updater application on Windows PC . The Nokia 5800 does have UDP (User Data Preservation), but its always a good idea to backup all your personal data before updating the  firmware.

Nokia 5800 Changelog :

• Browser 7.2
• Lifecasting (with Maps 3.0T SR3.0)
• Flash Video Phase-3 – Flashlite 3.1.7.x
• Gimlet Touch 2.2
• Kinetic scrolling in Appshell (Menu grid)
• OVI Sync 2.0
• Hurriganes Music Player
• Enable Side lock Key functionality during Swipe UI (Calendar/Clock alarm)
• Windows 7 Device Stage Support
• OVI store 1.5.6
• Quick Office v4.2
• OVI Music
• Cherry v2.1
• Rihanna service launcher
• OVI contacts 1.50.8
• Workaround for Niagara (SMD) display module for DFS52.50 based products