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Setting up as new is just that, a new phone. No personal info at all.
All info will still be on iCloud.
 
Yes, all that you mention is in the cloud so will download once you sign in.

Check all the various iCloud options are enabled (particularly iCloud Keychain) prior to wiping any old device.
 
Re your “etc”, some things might be lost, like games settings and, not sure about this, health data and Messenger threads. But if one uses iCloud then signing in during initial setup loads all the iCloud data onto the new phone (mail, contacts, notes, calendar, keychain, safari favourites at least). iCloud Drive is an easy way to store documents for easy access on a new phone or Mac too. Cloud services have made it much easier. There are official websites worth reading up before taking the step.
 
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