Should I be worried that my baby crawls backwards?

No. Crawling is a preferred activity. Some babies crawl forward, some backward. Some crawl only commando style, on their bellies. And, some babies never crawl: they roll and wriggle to get where they want to go. Any and all these methods are normal developmental variations.
No. Many babies as part of very normal development begin their crawling by going backwards. It does not take them long to figure out how to go forward.
No. Even though your baby probably finds it frustrating he goes backwards when he wants to go forwards, it's not a reason for concern. Lots of babies crawl backwards first. Some "army crawl" and never crawl on all fours. Some babies never crawl at all and go straight to walking. The most important thing is he's exploring his environment and using his muscles.
No. Babies brains and musculoskeletal systems develop at different rates of speed, often in fits and starts. There is no evidence that first crawling backwards indicates any future problems, despite concerns raised years ago. Don't worry.
No. A parent need not worry if his/her baby crawls backwards, as long as the baby does everything else in a normal manner, and there is no physical deformity nor disability. The parent can mention the crawling to the doctor at the check-up visit, so the doctor can look at the crawling.