Will I keep my memories and experience with each passing incarnation? I am curious because I have seen documentaries, videos, posts and all kinds of books and literature saying some people are born with knowledge from a past life, I believe I might be such a person as even from a young age I was very knowledgeable about things I've never been exposed to.

So you see I'm just wondering if this is possible and how would it work? because the laws of Physics state no information is ever lost it just keeps on changing form (entropy) just as Buddhists believe You will keep incarnating infinitely until you learn your lesson and reach that higher state of being. So does this mean that in some fundamental way we get to keep what we have experienced and learned over lifetimes?

I ask this question also out of fear for the thought of being in an infinite void when the brain and mind dies and loses its content. Because to have lived a good life just to have your system wiped would be a big anti-climax.
We do not even keep our memories from moment to moment and day to day. Memories are relative. They have no intrinsic self and are impermanent. Certain memories change over time, or are covered with a lens of delusion. Other memories are completely fictional.