Reloading the world is a simple refresh and reload of the page and world data into your browser 
Nothing will be lost, and none of your data will change except that the Sanity ability score will get added onto D&D character sheets. Same with if you disable the setting again if you don’t want to use that ability score anymore, which will reload and just remove it again.
While this doesn’t have anything to do with the setting, keeping regular backups of your world will also help to keep your stuff secure so you don’t ever have to worry about losing your hard work!
Check out this link for details on how to do that Backing Up Your Forge Content
Have fun out there!