It may and it may not. Teleporting a human being may be one way to find out if we have anything more substantial than the physical body, and may answer a number of philosophical questions.

I also don't think it would hurt or that you'd lose memories, because memories are, as best we know, stored chemically in the brain, therefore if those same chemicals reappeared in the correct order elsewhere, the same memory would exist. Quite a lot is unknown about the human brain, so we'll have to see if teleporting dogs, cats, lab rats, etc. (animals that are capable of memory) are able to keep their memories in tact.. Then again, such a feat is likely a few years away.