Hi Moritz,
Based on your information I think the quickest way would be to export your Mendix data to .csv/.xlsx format by utilizing a datagrid widget + export to csv/excel button.
If you have a lot of data to export you can either make multiple datagrids or consider exposing a REST webservice from your Mendix application from which your Python script can retrieve all the necessary data. The latter method has the advantage that you can populate the JSON(s) with objects based on all your entities in a similar fashion to a regular database, since JSONs use arrays.
I hope that helps!
Cheers,
Daniël