After transferring my current forum domain to my own domain, I won`t lose anything from the forum?
Everything stays the same just the domain name is changed?
I`m I right?
I`m scared of loosing data because forum works great and user have posted many pic that are important to them.
Also, after transferring forum to my domain, I need to add hosting to the new domain or?
Will I have the same administration panel that I have now?

Sorry for so many questions

All you are doing is adding a domain name.  You will not lost any data.  It will cause some issues with search engines.  They will have to index your forum with the new domain name again.  Also if you remove the domain name, the search engines will have to index your forum again.

But when someone who knows the new forum address can open the site.
That`s important to me, I already send announcement to all users for new address.
I`m not worried for search engines, I`ll do seo after...
Administration panel from forumotion stays? 
Thanks

The only thing that changes is that you get a new address and the options to use email addresses.

Thanks a lot