My dad, an accountant told me to do exactly that and he even kept books in which he recorded his incomings and outgoings.I have an ex-colleague who kept every payslip from when he started work until he retired.
When he died he had £100 in his wallet, I looked in his book and there it was, £100 taken from an ATM the day before.
I wish I had kept all mine, I only started when I started teaching.
I have only a certificate to prove how long I worked in the school in France, I hope it is enough to claim my pension on. Never kept a single pay slip from there. Don't even remember receiving them.
But for the other 4 years I worked I have nothing.
Started my books when I started teaching and was newly married but stopped when my first marriage went sour. Still, that was 7 years odd of book-keeping. In the past I had nearly gone bankrupt so I wanted to make sure it didn't happen ever. It also helped with the finacial settlement when it came to the divorce, what I had paid in as well as what she had paid in was there in black and white, no one could argue!