Changing your theme won’t delete your widgets. In the past, sometimes the widgets would get hidden because they are moved to the “Inactive Widgets” area on the Appearance → Widgets page if the new theme you pick doesn’t have widget areas with matching names, and if that happens you just need to go to the widgets page and drag the widgets back into place after you settle on a new theme.
Also, do check out new themes using the Preview option on the Appearance → Themes page. You can see just how your blog will look with any other theme applied without having to switch it first.
Don’t worry about this. Uusally all widgets will immediately display where they were previously. But if we choose a theme that’s designed deifferently then the widgets we used prebiuosly are here > Appearance > Widgets > Inactive widgets box and we simply place them where we want in the sidebars and/or footer areas of the new theme.