There are 2 types of games. Quest games and normal games.
Normal Games usually start out by you betting a certain amount from 1 to 10.
If you bet 5 and lose you lose 5 Crowns. If you win you gain your 5 Crowns back plus 5 from the opponent.
Quest Games usually are opponents whom you play during Gwent quests and they don't bet anything. They just stake an unique card of theirs. And if you win you gain that specific card. If you lose you just lose the game basically, you don't lose card or Orens.
There is one case however that some people make a huge mistake.
The Gwent Tournament in Novigrad seems just like a Quest where you play a tournament of Gwent.
If you actually win every game you will be facing a guy in a fist fight.
Some people make the mistake of going to this quest at low level like 15 and have to fight a lvl 27. It's a huge mistake and I'm gonna give you this heads-up.
So basically summing it all up discounting the Tournament Quest you have no real reason of fearing to lose Gwent games. Only if you are really low on money. When I came into Novigrad I started playing barkeeps and Merchants and I lost like 10 games in 15. Just practice to the Gwent quests and get the Unique Cards and you will be unbeatable in no time.