You are the best person to look after your data. If you can turn on your Surface device, Microsoft recommends that you back up the data valuable to you before sending your Surface device to a Microsoft Service Center. Then, take steps to erase all data from the Surface. For more info, see How to prepare your Surface for service.
A service center technician inspects your Surface and attempts to remove data using the appropriate tools. If your Surface continues to fail during this process, it is passed to the repair line to remove any faults. Then your Surface is sent back to the service center technician to have the data removed.
Data like Exchange Online Mailbox content and SharePoint Online Site content is stored in a Microsoft Data Center and is not affected by the Surface service process. Data that is stored on the Surface device's internal storage is erased at the Microsoft Service Center when the Surface device is repaired.