Moodle upgrade should always keep all your existing data.
The only reason that might fail is because doing this is sometimes complex, so there are occasionally bugs. Therefore, it is prudent to back everything up before you start, and know how to restore that backup. Then, once the upgrade is complete, have a poke around to make sure everything looks OK.
(1.9.19, 2.2.6 and 2.3.3 are all very stable, so other people have probably found all the bugs by now )