Leaving a shared family or group icloud on iphone
Currently, my iphone is on the same icloud with my family. If I decide to create my own icloud with my email address, will I lose stuff on my photos, notes, imessage, and/or wallet apps?
If you are sharing an iCloud account, then when you sign out, you will be prompted to either keep the data on your device or delete it.
Cards in Wallet, may be removed when you sign out.
If you are using an Apple Credit Card, then it will no longer be available as its tied to the Apple ID.
Do note, Family Sharing does not in any way, make you share the same iCloud account. So unless you mistakenly logged in with the Family Organizer's account on your device, there should be no reason its there or for you to need to create a new account at all.
What name and email address do you see in Settings ➜ Apple ID on your iOS device?