Well the main problem that webservers have is when you have lots of people visiting your website it put a strain on the server, because every time a page is requested it uses proccessor time and memory.
Normaly a server gets the page, does what ever functions it needs to do (like get data from the database) and then sends the page to the user, but when there are too many requests some programs can't handle it and they shut down like mysql for instance.
So the all that happens is that the the program can't be accessed while its not running. Just like you can't type a word document without MS Word running.
The only real danger of loosing data is if the hard drive goes bad or if you delete it your self.
Hope you have a better understanding of what happend now
