As long as you don't inadvertently save settings, texture changes, etc, you're safe.  Everything will only occur within the application. 

The Poser lighting setup defaults to 3 lights upon opening.  Factory settings can be changed to personal preferences at anytime.  There is a lighting globe on the workspace which displays your light position(s) in relation to your scene.  There are 3 associated icons which create, deletes and changes your light color as well as a light intensity meter to adjust output.  Selecting an orb orbiting the globe will select that specific light unit.  More information about the light can be see in it's properties panel, simply select Ctrl+I on your keyboard to open the panel.  To delete light, select your light unit and click on the trash.  There is another way to delete all your lights with one script, but I won't get this way over your head for now.