What happens to loyalty counters on a double faced Planeswalker?
From the official Wizards site's article about Double-Faced Card Rules:


  After a double-faced card transforms, it's still the same card, so any
  Auras, counters, or other effects stay right where they are (unless
  the double-faced card's characteristics have changed such that an Aura
  can no longer legally enchant it).


This obviously includes a planeswalker's loyalty counters.  I think it's helpful to imagine the "transform" action as being a literal transform - the face of the card almost magically instantaneously changes from one aspect to another.  If you think of it over-literally as "flipping the card over" then it's logical to imagine everything falling off!  But this isn't what happens.