Anything that is not saved on an EBS volume that is mounted to the instance will be lost.
For example, if you mount your EBS volume at /mystuff, then anything not in /mystuff will be lost. If you don't rise an ebs volume and save stuff on it, then I believe everything will be lost.
You can build an AMI from your current machine state, which will contain everything in your ephemeral storage. Then, when you start a new instance based on that AMI it will contain everything as it is now.