In research, there are two major forms of data, primary and secondary. Primary data is data that comes directly from a source by the researcher usually. Secondary data is data that was collected previously by someone else.
Examples of primary data includes interviews, surveys, and experimentation. Examples of Secondary data includes the use of others data results, government reports, and major studies.
Deciding what type of data to use depends on the research questions of the study. In many ways, it is the questions you are trying to answer that influences where and what data to use