Data is a term to indicate individual units of information. Technically, the singular form of data is datum, as datum is the singular form in Latin, with data being the Latin plural.
Nowadays, data is generally used as both singular and plural.
The proper pronunciation of data that is closest to its Latin origin is the British English pronunciation transcribed as dah-tah.
The American pronunciation, pronounced day-tah is also widely used and is considered correct as well.