backups: folder for automatic wallet backups
blocks: folder that contains database of blocks that were downloaded from p2p network.
chainstate: folder that contains database of blocks index which is needed to navigate blocks
debug.log: debug prints from client. Usually is needed to solve some problem.
lyra.conf: file which holds startup configuration..
fee_estimates.dat: cache of latest fees that were paid on the blockchain, needed for smart-fee estimation.
masternode.conf: stores configuration for masternodes that are controlled by this wallet. This file needs to be filled if users is willing to run a masternode.
mncache.dat: database that stores information about masternodes that are known to this node. Used to prevent spamming network with masternode requests on each run.
mnpayments.dat: database that stores information about masternode payments. Used to verify & confirm that masternode payment is valid.
netfulfilled.dat: local cache of completed network requests.
peers.dat: database that stores information about peers in p2p network. Used by client to quikly connect to well known peers.
sporks: folder that contains database of sporks that were synced from p2p network.
testnet2: optional folder that contains same folder structure as mainnet folder but has data for testnet.
wallet.dat: the most important file. Stores private keys for your addresses. Losing this automatically means losing access to all of yours LYRA coins.