Do you know the topic / geographic location / subject area of the data you are looking for?
What timeframe of data do you need? (Do you need data from a particular historical period? Do you need a snapshot (i.e. cross-sectional data) or changes over time (i.e. a time series)? Is the series yearly, weekly, once a decade?) Then try:
What location are you focusing on? (Do you need to know about a particular place--a city, county, state, or country? Within that place, are there smaller areas you would like to compare, e.g. neighborhoods within a city?)
What is the source for the data? (Why would someone record data on this subject? If you know who would be interested, then you can infer where you might find it. For example, the Centers for Disease Control is interested in the spread of diseases, so they might be a source for health data.)