Will a snapshot erase all the messages and data I've posted onto the tangle? I reference the Hello World example https://learn.iota.org/tutorial/payments-and-messaging-leaderboard where users can embed messages into their transactions, via signatureMessageFragment of the transaction object. After a snapshot, will the messages be erased? If yes, does this also include tags?
Snapshots generally net off all transactions and only store the final account balances, not any meta data.
For example, see https://github.com/domschiener/snapshot/blob/master/snapshot.csv
Yes, all tags, messages, ... will be deleted. Only balances will be stored by all full nodes.
But not all nodes have to do snapshots:
Snapshots will delete all data, but full nodes can offer services to maintain the entire history of the tangle or subsets of the tangle in exchange for IOTA, for example.