Most CCD cameras produce 16-bit images, with pixel values ranging from 0 through 65535. Most DSLR cameras in raw mode typically produce 12 bit data, with values ranging from 0 through 4095 (some newer models are 14 bit). Subsequent processing can increase the bit depth beyond this point.
By default, images taken are saved in FITS 16-bit format. If you perform processing, such as stacking, that increases the bit depth then you should save in FITS IEEE Float format.
Novice users often have trouble saving images in formats like JPEG, which can only handle 8-bit data. The File menu Save As command warns you in a text box when the data in the image exceeds the capabilities of the file. If this happens, make sure the Screen Stretch is set appropriately, and turn on the Auto Stretch check box. The image will automatically be scaled so the saved image will look just like the image on-screen. Note that when this is done, data precision is permanently lost. It is strongly recommended to first save your images in a high bit depth format like FITS or 16-bit TIFF, so that you do not lose data.