There are countless types of data at your disposal, from SQL and NoSQL databases, Excel files, Access databases, text files, and on and on. You need to decide where your data is located, how it is formatted, how you will import and refine it. You need to always keep in mind that there is no substitute for large amounts of testing and training data, as well as the quality of it. Garbage in, garbage out can get very messy in machine learning!