In this initial stage of research, it is common to explore your ideas and look at what data is relevant to your research question. This may include such tasks as evaluating existing datasets, discovering relevant literature and formulating ideas.
If you are reusing a dataset, you should ensure that you are doing so in an ethical and suitable manner. Considerations such as licensing, privacy and suitability of the dataset should be made. Sometimes an agreement may be required to access the dataset, if so, you should contact the data steward of your faculty.