If you do a "Factory Reset" which gives the option to save the data you have on the phone, you 'may' lose some. It depends on the device and the issue. However, such a reset would leave things on the phone that you may not want, which could be the cause of any problems you are having.
If you, however, do a "Hard Reset", which does not save any data and completely resets the phone, then you would lose anything on the device.