Do I lose data if I change from INT to TINYINT
A tiny int will save you space. Here are their storage:

tinyint: 1 byte
smallint: 2 bytes
int: 4 bytes

From MySQL official website: http://dev.mysql.com/doc/refman/5.1/en/integer-types.html

Keep in mind a tinyint has a range up to 255. If there is a chance you may go over, I would use smallint or int

You can alter the column in sql and not lose data:

    alter table MyTable alter column MyColumn tinyint --(null|not null)