Switching Themes without losing everything

Hi – virgin poster – please be kind 🙂

Someone else set up my wordpress website, but life has gotten in the way for them, and now I need to take it back over.

I want to switch to a different style of theme, but we have some plug-ins/widgets like a forum, and I’m afraid with my noobishness, I’ll totally lose everything or screw it all up.

I’m also hoping to update the forums to a more BB type style – but am concerned that I’ll lose all previous threads posted if I switch.

Is there a way for me to build a new theme and make sure everything works/converts before taking it live?