In an attempt to answer this ill be simple. Anything that can be lost, stolen, or killed, is not guaranteed to be passed along. The extra perks not related to the game ie: wallpaper, forum badge, and those things of course are yours forever. The sparks of life will allow you to continue your life following the Heir rules that are in place. The extra souls are like extra character slots in other games. I would suggest a through read of the Developer Journals.

If you die without an heir then you lose all material things (house, money, noble titles). You will still have your soul which allows your next character to relearn your skills at a very fast rate.

Also, if a town is attacked and completely destroyed then obviously whatever buildings/money you had there would be gone so keep all this in mind.

the package your talking about gives you a wagon and a horse. Your heir will inherit those, but keep in mind that your horse can be killed and your wagon can be destroyed/stolen. Though i do know that things like the adventurers cloak can be lost but you will have a blueprint to make more of it so that you can actually always have one.

When your character dies and you make a new one he will not get a new horse/wagon and what not. He might still have the knowledge to make those cloaks though.

Ultimately most of what you get can be lost depending on how you play.