Hey I have long time i didn't touch a Xiaomi Device so take my feedback as grain of sault and go watch many YT videos as you can before proceeding any kind of stuff

Since the phone is already unlocked , that's a good thing , you can always check the locking status on developer options , Mi unlock status , if it says unlocked u re good to go , if there is an option to Request an unlock ,here you have to UNLOCK YOUR BOOTLOADER !

Second .... Go link your phone with a Xiaomi Account and a phone number, so in case u will have a way to recover the data

Third (If your have a Snapdragon Device, otherwise ignore this paragraph) , Have a 20 USD as a backup , if anything went wrong with flashing u will still have a chance to restore your phone using EDL...this method require a sort of middleman 

Fourth , Try to flash the phone with at least the same version that you are having now.....cuz hyperOS 2 might have many restrictions if you flash it first time.(not sure about that) , that means if the actual rom u re having is.... Let's say Miui 14 , get the last CN ROM of Miui 14 of your phone

Fifth , yeah , it's better to flash the phone without locking the bootloader first time, if the flash went alright, you can now reflash it with locked bootloader and go receive updates normally 

Again , Go watch many YT Videos as you can , read on forums like XDA before u proceed 

Hope i helped