"Know thy data" is one of the fundamental principles of sound data science. Another name for this is data profiling. I simply refer to it as "having your first date with your data." We expand on data profiling here by elucidating the following four steps toward knowing your data: (1) data preview and selection; (2) data cleansing and preparation; (3) feature selection and engineering; and (4) data typing for normalization and transformation. Knowledge of your data begins with a thorough preview of the good, bad and ugly parts of your data collection, and it ultimately leads to a decision about which portions of the data set you will select for your data science analysis.