If I drop\delete features like SiteColumn, ContentType or ListDefinition which may be referred by sites to hold data. In such cases, will the data also get deleted?
The answer, like so many with SharePoint is it depends.
The only way to be sure, is to test it, it really depends on what is being done within those features that will determine what will happen. Even if the data remains, you might has issues with items that were tied to features that no longer exist.
If you need to ensure the data is kept back it up and then move it out, either from SharePoint entirely or to a list with default types, then you can safely deactivate and remove the features.