Research Data is an important form of currency in Mass Effect: Andromeda. You will use it to develop upgrades and augmentations, making you more potent in combat.
To find Research Data, you need to utilize your scan feature. You will come across a variety of objects and beings within the world that provide the opportunity to scan them for data at the press of a button.
As you explore the world, you will want to pay attention to opportunities to scan. Many times scannable objects are obvious as they stand out among what's around them. Other times they are hidden, encouraging your careful exploration of the world.
You can spend your Research Data back at Tempest via the R&D Terminal to upgrade your gear.