There are a variety of reasons you might want to change your blog. Perhaps you want to update your WordPress to the newest version. When your blog is going to experience a major change, the potential to lose information if not your whole blog is possible. Knowing how to export and import your WordPress blog can come be your lifesaver, or at least a lifesaver to your blog.
When is my blog vulnerable?
While changing themes is very often a minor thing, it can cause problems. As long as you get your theme from WordPress you should be safe, same with plugins. However you could overload your blog with plugins or have two that conflict which could crash your blog. In addition if you do not upgrade your WordPress to the latest version at least somewhat frequently, then an upgrade could lock you out of your own blog.


