It can be helpful to think about how the data you are interested in might have been gathered. There are two broad types of data collection:
Keep in mind, your data might exist independently of the shapes. For example, a table on average birth-weights by county, or average precipitation by state. You can get tables for those data and join them to the shapes later.
When you define your topic and unit of analysis, you should look at your research question and ask:
Use specific language when defining your topic. This will help you identify a variable or variables.
Who or what is being described by your variable(s)?
For what point in time do you want to know this about the people, institutions, or products you identified? How often do you want to know it about them?
What part of the world is your research question concerned with?
Are you looking for data collected at regular intervals over time? Identifying what sort of time series may be helpful as you search for data.
* Adapted from Barbara Mento's guide to Finding Data at Boston College
Think about your data, including all of the specifics that you've come up with.
What organization or agency would likely collect this data?