Hi @Audi86 ,
The data will not be lost. If you have the Exchange Online Plan 2 license, it will work fine. If not, when you convert the user mailbox to shared mailbox, the shared mailbox could not send or receive emails.
Reference:
Related Links:
https://techcommunity.microsoft.com/t5/exchange-team-blog/correcting-shared-mailbox-provisioning-and-sizing/ba-p/607991
https://learn.microsoft.com/en-us/microsoft-365/admin/email/convert-user-mailbox-to-shared-mailbox?view=o365-worldwide
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