Learning to preserve wealth is a what enables you to stay affluent and keep enjoying your financial freedom. It's not even hard - you just build on the skills you already learned early on your million dollar journey. You know how to save money, how to invest, and how to keep on doing what you are doing, so now it's just a matter of adding a few key skills on top of this.
First, a key way to preserve wealth is proper asset allocation. By making sure you don't have all of your eggs in one basket, you'll avoid a total collapse of your wealth in case some of your investments go south - which may happen either gradually, or more often suddenly and unexpectedly. While there is often a temptation to put all your assets into the kind of investments that give you the highest returns, I strongly recommend you to keep a more balanced investment portfolio. This way you can make sure that even in the worst case you will still have enough assets - others than the ones that got hit - to support you.
Besides proper asset allocation, your preserve wealth also by paying carefully managing risks within each category of your investments and assets. For the lower-risk investments - treasuries, government bonds, and high-graded corporate bonds - there is not much to do, other than avoid the temptation of shooting for slightly higher returns that come with much higher risks. For stock market investments, by by selecting your stocks carefully, keeping a diversified portfolio of 25 or more stocks - which happens pretty much automatically in case you invest through stock funds - and by avoiding frequent trading (or almost any selling at all) you will probably keep most of your risks at manageable levels. In real estate or other businesses, find a way to manage the worst business risks in such a way that you would be OK even if the worst case scenario become reality. Don't let your greed get the better of you - remember that you doing all this in order to be and stay happy.
Another key way to preserve wealth is to always avoid money making scams. If an "investment" offered to you seems to be too good to be true, it usually is. Make sure that you fully understand the investments you make and the reasons why they return what they return. Stay away from "black box" type of schemes, no matter what the returns, as they tend to be the ones where the person getting wealthy will eventually be someone else than you.
While common sense, reasonable caution, and really understanding what you are doing will help you a lot in navigating your million dollar journey, you also need to consider other more structured ways to preserve wealth. Insurances can be great in protecting you against some of the events that could be catastrophic to your wealth (or - if you allocated your assets well - to a part of it). While there is probably little point in insuring you against small risks that have little impact on you or your wealth, some of the bigger risks are sure worth insuring against: a loss of a key asset (say, one of your real estate properties burns down, or an airplane of yours crashes), sickness, disability, or other event that could impair your ability to work and manage your investments, lawsuit that could ruin you financially, etc.
The risks you should take also depend a lot on your wealth and your age. When you are young and not (yet) wealthy, you may be more prepared to take bigger risks, as you feel you have little to lose and can still start all over if things go south. On the contrary, if you are already retired and very wealthy, there is less reason to take big risks anymore and more sense in focusing on preserving what you have. In both scenarios, though, and in all other situations as well, it's important to balance the risks and returns. Always make sure that you'll have enough left if the catastrophe strikes, and also make sure that you keep growing your assets and/or getting incoming cash flow at a pace that exceeds your pace of spending - and allows you to keep making new investments. Preserve wealth and stay happy!