How can I change my Apple ID?

Changing an Apple ID is not a problem. It's easy and will result in no data loss.

See Change your Apple ID https://support.apple.com/en-us/HT202667. 

And, here is What to do after you change your Apple ID or 

Password https://support.apple.com/en-us/HT204071  (supplementary to what the fist link says)

Post back if you have questions about what you can do if your Apple ID (1) is a third-party apple ID or (2) ends in icloud.com, me.com, or mac.com. 

It would help if you share with us the reason you are thinking about changing your Apple ID instead of making a less drastic change.