If you start with a configuration without any VDOM and you enable virtual domains, you won't lose any configurations. Your existing "firewall" will be placed in the "root" VDOM after the reboot. For some configurations, some will be moved/added to the new "Global" VDOM, in line with the way virtual domains are functioning and configured.
Even with this statement, suggestion is still to test/lab this. A good learning way, beside doing the tour in the GUI after the reboot and moving between the "Global" and "root" VDOM, is to compare the configurations before and after.