Regarding Bootloader unlock... topic

Hello guys

I am probably getting my self an xperia z2 this week...

So my question is:
Since i go mad when i get a new phone(desperate need to flash everything out there such as roms, kernels etc) , I need to know what do i lose if i unlock my bootloader and if i do lose something can i get it back?

Please answer only if you are certain of what you are talking about, i want to be free of doubt if possible