Whenever Edebug is entered, it needs to save and restore certain data before even deciding whether to make trace information or stop the program.

max-lisp-eval-depth (see Eval) and max-specpdl-size (see Local Variables) are both increased to reduce Edebug’s impact on the stack. You could, however, still run out of stack space when using Edebug. You can also enlarge the value of edebug-max-depth if Edebug reaches the limit of recursion depth instrumenting code that contains very large quoted lists.
The state of keyboard macro execution is saved and restored. While Edebug is active, executing-kbd-macro is bound to nil unless edebug-continue-kbd-macro is non-nil.