So I have tried opening skyrim many times. It opens, the main menu appears but when I press play steam says: "Preparing to launch The Elder Scrolls: Skyrim Special Edition" and then after that it opens the main menu again. SO every time I press play it opens main menu again.

If I delete the game and reinstall it what will happen to my data?

Are you talking save's from a character? If so, copy it, move it to a different file area...name is MyCharactersName Save #1.. I would do more than one save... and then delete the game and redownload it. Move the save back to the proper place with the proper name...

Of course I use a disc for Regular Skyrim...and I have not tried that the the SE version ...

Nothing works I tried re downloading it but when I press play it still does the same thing

Just posting to say I have the same problem. Pressing play on the main menu just reboots the game back to the main menu again.