Data workers are people who perform data analysis activities as a part of their daily work but do not formally identify as data scientists. They come from various domains and often need to explore diverse sets of hypotheses and theories, a variety of data sources, algorithms, methods, tools, and visual designs. Taken together, we call these alternatives. To better understand and characterize the role of alternatives in their analyses, we conducted semi-structured interviews with 12 data workers with different types of expertise. We conducted four types of analyses to understand 1) why data workers explore alternatives; 2) the different notions of alternatives and how they fit into the sensemaking process; 3) the high-level processes around alternatives; and 4) their strategies to generate, explore, and manage those alternatives. We find that participants' diverse levels of domain and computational expertise, experience with different tools, and collaboration within their broader context play an important role in how they explore these alternatives. These findings call out the need for more attention towards a deeper understanding of alternatives and the need for better tools to facilitate the exploration, interpretation, and management of alternatives. Drawing upon these analyses and findings, we present a framework based on participants' 1) degree of attention, 2) abstraction level, and 3) analytic processes. We show how this framework can help understand how data workers consider such alternatives in their analyses and how tool designers might create tools to better support them.