S9 update to 4.0

@piero is correct, of course.

Just to precis your question you are asking for specific reassurance re

Before apply the download critical or not?

You can Format data from Settings > System > Reset options. (Also, alternatively, after boot into e-Recovery.)

If Format data before; the Updater of the new “clean” system will find the Upgrade, even if you have to press Refresh to find it again.