I am new to Bitcoin.
I have downloaded the whole blockchain but I still can't access my wallets because I get a popup telling me to use prune mode.
You might not have enough disk space (hence why you're not able to see your funds).
If I run prune mode, will I lose those deposits since they are not yet in my wallet?
No, not at all.
By using ...
Running a pruning node simply means enabling the prune setting.
In Bitcoin Core, that can be done either in the bitcoin.conf file by adding a line "prune=N" (where N is a number in megabytes), or through the Qt GUI in the settings screen.
Electrum is not a full node, and never downloads or verifies blocks at all, so there is nothing to prune.
There is no ...