Changing my Minecraft username - will I lose anything?

Nothing you'd notice. Purchases, skins, capes, Realms, all stay, they're tied to the account not the name. Servers store your data by UUID so progress carries too, the only exception is an ancient or badly written server that keys off the name, which is rare now. You can change once every 30 days, and your old name is held for about five weeks before anyone else can take it.