Changing themes is super easy in WordPress – just a matter of finding a theme you like and activating it. But, a lot of people aren’t aware that when you change themes you have a potential to mess up some of your content. Sure, your posts and pages will still all be there, but your sidebar and other widgetized areas are likely to lose what you had. So, it’s a good idea to do some prep work before you change your WordPress theme.
WP Beginner has a great blog post that will walk you through the process - Checklist: 15 Things You MUST DO Before Changing WordPress Themes. Check it out.