RAW and JPEG both support recording of a lot about the shooting,ranging from the İSO to what lens was used at what coordinates.
When I convert CR2 RAW to 16 bit lossless TIFF, what will I lose?
(I own Photoshop CS6.)
Well, first, the image will be demosaiced, white and black levels set, white balance adjusted, and a tone curve applied. With 16 bits to play with, most of this can be adjusted later without much problem — but it is lossy. The demosaicing is irreversible. None of this is metadata, but it is important to know. See more at What is lost when RAW is exported to TIFF for editing? and Does converting RAW files to TIFF lose image quality?
Second, there is information stored in something called "maker notes". This often holds things like focus point selected, face detection information, and other non-standard metadata. Sometimes this is even encrypted. Some programs will ignore this completely and so not copy it to your new file — in particular, Adobe tools like Photoshop and Lightroom apparently drop makernotes.
The best source of info I know for manufacturer-specific details is the exiv2 metadata library documentation.