It is okay to change your device since you have a copy of your passkey in the cloud that was automatically stored as soon as you created your account.

Signing in on your new device with the same Apple ID or Google account will automatically transfer your passkeys.

If you lose access to your device and cloud, we can't help you recover your account since it's self-custodial. You are the only one with access to the private key, encrypted in the passkey.