A common method to prepare states in AdS/CFT is to perform the Euclidean path integral with sources turned on for single-trace operators. These states can be interpreted as coherent states of the bulk quantum theory associated to Lorentzian initial data on a Cauchy slice. In this paper, we discuss the extent to which arbitrary initial data can be obtained in this way. We show that the initial data must be analytic and define the subset of it that can be prepared by imposing bulk regularity. Turning this around, we show that for generic analytic initial data the corresponding Euclidean section contains singularities coming from delta function sources in the bulk. We propose an interpretation of these singularities as non-perturbative objects in the microscopic theory.