If I change my iCloud, will I lose data on my phone?

If you change the email address associated with your Apple ID to different email address as explained in the support document you came from, then no, you will not lose any data, as the actual account remains the same, you are just charging the username for it.

If you create an entirely new account, then all the data associated with the old one, remains on the old account and may be removed from your iPhone when you log in to the new one. Though it should ask you if you wish to keep the data from the old account on the iPhone when you sign out of it.

dree15 Said:

"If I change my iCloud, will I lose data on my phone?"

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Changing iCloud on iPhone:

If you are looking to change the iCloud accounts, then consider doing as instructed here: What to do Before you Sell, Give Away, or Trade in your iPhone, iPad, or iPod touch - Apple Support. Some might be lost, some might not be lost.