It appears there is a bug in Mail.app in Yosemite, which affects pasting text copied from Microsoft Word (and only Word). Chunks of text are omitted at random, which can be quite annoying.
I don’t use Word that much (BBEdit forever) so didn’t notice this, but was able to replicate the issue. My default message format in Mail.app is Plain Text, as used by all civilised people. My guess is that there is an issue in whatever code Mail uses to convert the RTF (Rich Text Format) copied from Word into plain text. On a hunch I switched to Rich Text in Mail (Format/Make Rich Text) and that seemed to work OK. However I did not perform extensive testing so it may well be this is not a 100% reliable workaround.
Other solutions mooted online involve pasting from Word into another application (like TextEdit, Pages, or TextWrangler) and then pasting from there into Mail.app. Hopefully Apple will address this issue in an update to Mail.