How to change apple id and not loose anything

You’ll sign out of their Apple ID on all your devices (Settings > name > Sign Out > Sign out of Store and iCloud) and choose the option to keep content on the device, if asked. Then you'll create your own Apple ID and sign into it and turn on your preferred iCloud options again.

Lastly, the original Apple ID will send a Family Share invite to the new ID. Set up Family Sharing - Apple Support

In addition to the above, if syncing photos with iCloud, ensure Optimization is turned off in Settings/Your Name/iCloud/Photos and/or in Photos/Preferences/iCloud. Then make sure full resolution photos are on the device/computer. Messages conversations will be lost if they are addressed to the ID. See the article below for other places that the old ID should be removed. See Winston Churchill's response in the below discussion. If possible, also set up Family Sharing  between the IDs to keep access to your apps/purchases. 

 How to switch Apple IDs on your iPhone or iPad.      

 What to do after you change your Apple ID or password - Apple Support.    

How to transfer all files from one iCloud account to another.