Discussions
Making changes to the text of an in-page discussion and republishing it won't affect the comments. If you delete or disable an in-page discussion and republish, it won't be visible for activations.
Note: The conversation isn't lost as such, just hidden. So, if you re-enable the discussion and publish the course again, the conversation will reappear.
Private study notes and social notes
Private study notes and social notes are "attached" to an element within a page (textbox, video, task etc.). If you delete the element the notes are attached to, such as deleting a page, the notes disappear and cannot be brought back. So, where possible, instead of deleting the entire element, try to change the content within the element, such as re-writing over existing content.
If you do need to remove entire elements from a course the best approach is to duplicate the course, make your changes, and use the revised course for future activations.