If I change my email adress linked to my Apple ID will all data be lost

You can change your Apple ID email address on your current Apple ID so you retain access to your data and prior purchases. Note the restrictions in the article.

Apple ID Name Change.  * 

Make sure you turn off Find My Phone before signing out of the old ID. Once signed out and Find My Phone is off, then sign in with the new ID, then turn Find My Phone back on.

 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.

Nothing will be erased if you change the email address linked to your Apple ID. Just make sure any connections that you do have with the current Apple ID (App Store, iTunes, Apple Card, etc.) are changed and logged in to the new email and account so you can keep making purchases and track your finances or other Apple related items.

Unless you have a pre-existing or concurrent conversation with Apple (ex. card inquiry, support dialogue like this, or any conversation with apple that has you under your old email address), nothing will be affected in your switch to your new email for your Apple ID. Just make sure that you settle any of those concurrent inquiries or conversations before the switch over. Your email address (the old one) after that will no longer have any communication and your new one will resume your contact with Apple starting with the verification email to officially switch over.