No, you won't lose anything from your existing catalog. The first thing to do is install Lightroom classic from the creative cloud application manager and run it. Lightroom Classic will find your existing Lightroom 6 catalog and will prompt you to upgrade it. This process will create a new copy of the catalog that is compatible with Lightroom Classic. Everything you have done will still be intact, and when it opens you should be able to start right where you left off in your previous Lightroom 6 session. If Lightroom 6 remains on your computer after the upgrade you can manually remove it. The new catalog will have the same name as your previous catalog, except it will have a 10 appended to the end of the name. You may choose to delete that file or keep it for a short while in case you find it necessary for some unknown reason to revert to it again.
The new catalog will simply be a copy of the old one, and will have all of the same settings, reference the same images located in the same locations they are in now. You shouldn't have to modify anything. It is simply a new copy of the same catalog that conforms to what is needed for Lightroom Classic. If you have gone through any previous Lightroom upgrades where the catalog needed to be upgraded, this is no different. It is a seamless process.