How are you using the data? Do you need information for a paper or are you doing an analysis of the data? For one, you might use a statistical source, for the other, you might need a dataset which would include all of the variables

What level of data do you need?

Individuals, institutions, or dollars, etc...?

What is the time frame for the data?

Is it collected monthly, annually? or do you need a time series, longitudinal data, etc?

Do you have a specific geography?

State, national, international, etc....? 

Who would be interested in this data?

Governments, associations, organizations, or private firms.  Most publicly accessible data will probably be from government sources. Associations and private data producers will often charge a fee for access.

Why is some data missing, especially for country information?

Data gaps are often due to the lack of statistical capacity of the country to produce the data and this is related to the size and development of the country.  Countries in a war or other crisis may not release statistical data. Some data may not be collected because the questions may be culturally sensitive.

Some data may be difficult to represent accurately. Data on the informal sector, or human trafficking are examples.

There may be different definitions for a data point. Different agencies may collect data based on different assumptions.