Application note AN2606 covers the system bootloader.
From page 31:
System memory boot mode can be exited by getting out from bootloader
activation condition and generating hardware reset or using Go command
to execute user code.
Note: When executing the Go command, the
peripheral registers used by the bootloader are not initialized to
their default reset values before jumping to the user application.
They must be reconfigured in the user application if they are used.
So, if the application uses the IWDG, the IWDG prescaler value must
beadapted to meet the requirements of the application (since the
prescaler was set to its maximum value). For some products, not all
reset values are set. For more information, refer to the known
limitations detailed for each product bootloader version.
Page 43:

Next, let's take a look at AN3156 USB DFU Bootloader Application Note, page 19 (there is more useful info on that page and just before it on specific commands you need to use to exit DFU to specific address, or do a system reset):
Leave DFU mode
It is possible to exit DFU mode (and bootloader) and
jump to a loaded application (in the internal flash memory or in the
embedded RAM) using the DFU download request.