Full Load
When you select to "reload all data" the tables in the existing database that have the same name as the ones in the extraction will be deleted and the new data is written to the database. However, the existing data is only deleted after the extraction was successful so you will not lose data unless the extraction worked.
Delta Load
The purpose of delta loading is to reduce the amount of data needed to be transferred between the source system and Celonis Data Integration to enable more frequent reloads.
When you select not to "reload all data" (which is the default) the existing tables will be preserved and updated with the newly extracted data. Therefore, there are two significant differences between a full and a delta load: the filters used and the update mechanism.
Kindly refer to the following links for more information
https://docs.celonis.com/en/data-jobs.html#UUID-6b4d0875-f844-d5b0-07ee-b6e64ccf3f12_id_DataJobs-DeltaLoad
https://docs.celonis.com/en/real-time-transformations--introduction.html#UUID-0227efa9-5fdc-abcc-e3f6-6a5f46a5bb93_id_RealTimeTransformationsIntroduction-GeneralConcept