Yes to transferring your number, you just need to get a PAC (Porting Authority Code) from O2 as per this help article.
In terms of what you call your SIM card data, what do you actually have on your SIM? These days, SIMs come with very little storage compared with the devices themselves and most phones (if not all) default to storing your data on the phone itself. Or maybe an SD card in the case of Android.
