Don’t worry, 
Right. That data should be wiped entirely. Do you have encrypted storage, right? Is TWRP asking for your PIN number or password at launch to decrypt it?
Encryption is a source of problems for dic:customrecovery/ies*. Try to chose the option Wipe → Format Data in TWRP, which will wipe the storage and disable encryption alltogether. Then, try to flash the LineageOS for microG ZIP. If it success, don’t forget to re-encrypt your storage from inside the Operating System (Preferences → Security → Encryption)
*= I’m not arguing against encryption. Everyone should encrypt their phone storage! I’m a defendant of the universal right of privacy (which enables freedom)