A few basic points that may be of help to you:
1) Proteins are a chain of amino acids that are chemically bonded together. As you have noted, these proteins fold up into a characteristic shape and this shape is important for the function of the protein. Heating the protein, changing its chemical environment (e.g. altering the pH), and changes to many other conditions can cause these proteins to lose their characteristic shape (i.e. denature). Denaturation, however, is a purely physical change to the protein's shape and it usually does not irreversibly alter the chemical composition of the protein. In other words, even though the protein may not function anymore, the amino acids making up the protein remain intact.
As an analogy, consider a bead necklace as a protein. It has a characteristic shape (a loop) which is important to its function. Denaturing a protein is like cutting the necklace. Since it is no longer a loop, a cut necklace can no longer perform its function even though the component beads that make up the necklace are unchanged by the "denaturation."
2) Our stomachs contain concentrated acid. Therefore, when we consume proteins, the acid in our stomachs helps to denature the proteins. The acid, along with enzymes in the digestive system, will break the protein down into its component amino acids. These amino acids are then absorbed into the body where they can serve either as fuel for the body or as building blocks for new proteins.
To continue the necklace analogy, digestion in the stomach proceeds by denaturation (cutting the necklace string), which makes it easier to remove each individual bead from the necklace. These beads can then be rearranged to form new necklaces, just as the amino acids from a digested protein can be used in the synthesis of new proteins.
Therefore, because proteins get denatured in our stomach, it does not matter whether the proteins we consumed are denatured or not prior to consumption. Because denaturing an egg does not significantly alter the amino acids chemically, a cooked egg has the same nutritional content as a raw egg. Therefore, most mild treatments (e.g. the acid in lemon juice), even though they might denature the proteins in food, will not irreversibly damage the amino acids in food.
One treatment that can, however, chemically alter the amino acids in proteins is high amounts of heat. For example, the crust that forms when you sear a piece of meat is due to a chemical reaction between the sugars and proteins (the
Maillard reaction), which does chemically alter the amino acids. Here, I am not sure whether these changes can be reversed by the body, so these may have some effect on the nutritional content of the food.