No! Your new energy supplier will arrange the switch with your current supplier. As long as you take care of everything in time and provide the correct start and end dates, the process will go very smoothly. Switching is purely an administrative task and very simple. Apart from breaking your contract early, there’s no risk involved in switching.
There is always electricity and gas in your home, even if you haven’t applied for a new energy contract yet. The grid operator continues to supply energy until a new provider is registered. So, you will never suddenly be left without electricity or gas. Of course, you shouldn’t wait too long to find a new energy supplier — otherwise, there is a chance the grid operator may disconnect you.