Question: Does system restore delete my YouTube videos downloaded?

I am thinking to make a system restore. I am not familiar to system restore.

Answer: 
Your files are safe.

System Restore can make changes to Windows system files, registry settings, and programs installed on your computer. It also can make changes to scripts, batch files, and other types of executable files on your computer. Personal files, such as documents, e‑mail, photos, and music files, are not changed.

Review the documentation here:

<http://windows.microsoft.com/en-ca/windows-vista/what-types-of-files-does-system-restore-change>
Relax. Windows system restore only restores the programs files, updates and such details which are related to running the system. Videos and other files which donot affect the working of the system or which was not installed will not be deleted.So you can surely restore your Pc without the fear of losing your downloaded videos.