If I change my Apple ID will I lose any of my stored data?

If you do a name change, you will keep your data.

Apple ID Name Change

What to do after you change your Apple ID or password - Apple Support     I suggest doing this before you change your Apple ID or password.

Yes, all content & data is tied to the Apple ID used.

Content & data from one Apple ID cannot be merged or transferred to another Apple ID.

See the name change article above for what you can do.