When installing twrp on your system, why delete/wipe other partitions? But you can delete/wipe your own free will.
If you want to install custom rom on your phone, you can should format data. (his recommendation #4)
Mi Note 3 TWRP - 3.2.2-0 Unofficial
-USB DATA cable (the one that came with your device)
-Before proceeding: Disable Driver Signature Enforcement in Windows 7/8/10 64-Bit
-Enable USB Debugging - Goto Settings > Additional settings > Developer options > USB...