This chapter is aimed at critically exploring some key issues around data that concern us not only individually, but also, at the collective level. How we analyse and interact with data, how data is shaping our society, which are the legal frameworks around uses of data and how we can challenge the uses that are given to our data are explored. In the first unit, the basics of data ethics are probed. In the second one, the fundamental principles that govern what is right and what is wrong in the data cycle, from collection and production to their use are considered. The concepts of data privacy pertaining to the regulations and laws about data opening, publishing, collection, storage and management are examined. In the third unit, critical approaches to AI and algorithms are reviewed. Issues, such as opacity and bias in algorithms, as well as regulations for automated decision and predictive analytics that are underpinned by and lead to power imbalances, thus constraining opportunities for participation, are discussed. Finally, the fourth unit is focused on personal agency, where the aim is to enable citizens to contest the uses of their data with the wherewithal to challenge the advancement of data power.