It really depends on the context.  Some data you might want to pre-load once 
and be done with it.  This is usually good for more static data or app 
configuration.  Most data you need to load on-demand.  An example from my 
job-tracking app I'm currently working on:  based on the logged in user, I grab 
all their job tickets just for that user.  This Ajax request provides a summary 
view of the job number, customer, and description.  If they want more detailed 
information for a job, then I do another Ajax request to get all the details 
for just that job.  As an example of data that just loads on init - there is a 
list of about 2000 materials that can be consumed for a job, and those need to 
be tracked along with the time.  For the material list, I grab it once since it 
rarely changes.  As an optimization, I don't even grab it each time - I cache 
the material list in local storage and then when the app starts I make a quick 
call to another service that tells me if the material list has changed, and 
only then do I fetch it again.  That's just an example of how to start to this 
about state for SPAs.  If you want to give more details on your app, I can make 
some specific suggestions, but it's hard to talk about in the abstract.

If you're used to rendering web pages on the server, the React model is a very 
natural fit.  On the server, you would generally query the db, maybe look up or 
store some things in the session, and then render your templates.  With react, 
the query is replaced by an Ajax call, the local state replaces the session, 
and the React components replace your templates.  It's not a perfect analogy, 
but pretty close and you can start thinking in those terms and then optimize as 
needed (for example, by caching additional server data locally, just as you 
might cache data in the session or Redis to optimize a server-based web app)

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