changing site design

hi
coming in late to this, if I understand if i change a web site design I loose everything? i was just starting a building a site (un published) and didn't understand the look so i changed the design and everything as gone?

Is there a way for what I did to transfer over?
or can I start a different design of site to see if i like the way it looks before loosing what I had before? then pick the one i like best???
warren