Hi Larry,
most things get loaded. No big deal, whatever you load & save get retained in memory when keyboard gets switched off. Everythings there just as I left it,when I switch keyboard back on..
Samples, edited voices , registrations, songbook get retained in memory. Midifiles can be played direct from usb stick or internal harddrive.
You can choose to play individual songs or select the ones you want and play them as a jukebox selection.

There's 480 Favourites Slots, 120 User Slots, the user Styles saved to these slots get retained in memory.. I can save these 600 styles to a USB Stick or internal harddrive as a complete style set, I can then load them back in, as a complete set, or individual banks or individual styles.

I'm not even close to filling up my Favourites slots. I've got 100's of styles I've collected, but I don't see much point in loading them into the keyboard unless I've got a use for them.
They're saved in banks of genre. As I may have mentioned previously, if I haven't got an onboard style to suit, I load in the banks of user styles to the User Slots for auditioning.
My keyboard gets setup exactly how I want.

It was a bit of a pain at first, because I had been used to the Yammie play from USB stick system, but once I worked out the Korg file system, I actually now prefer it.