How do I update dogfight I'm on a Nokia. Ilumia 635 and it wont let me update I know how to update it and everything but for some reason it wont work and I need to know what to do.

If you are having trouble with an update, un-install the game, then re-install it. Once it has installed, turn off your device, then restart it. I hope this helps.

Won't it delete my data?

yes it will, but when you log into your dogfight account it recovers it.

Also, fun fact about Windows Phone: make sure your time/date is set correctly on your phone.
Otherwise updates on that phone fail to install and get weird errors. I personally had a blast for 2 days trying to figure out why my phone wouldn't update until a Microsoft support person was able to pin point it.