You won't lose anything. You can have many email accounts setup at the same time.
Just add the second account and (presuming you don't want to receive new mail on the existing account) disable the existing account:
Mail menu > Preferences: Accounts
To add an account, click the '+' in the lower left corner of the preferences pane and follow the setup screens.
If you no longer want to receive mail on the current account, click on that account in the left-hand column, click on the Account Information tab to the right, and de-select 'Enable this account' towards the upper-right. The existing mailboxes will remain.