This introduction to the special issue on data and agency argues that datafication should not only be understood as the process of collecting and analysing data about Internet users, but also as feeding such data back to users, enabling them to orient themselves in the world. It is important that debates about data power recognise that data is also generated, collected and analysed by alternative actors, enhancing rather than undermining the agency of the public. Developing this argument, we first make clear why and how the question of agency should be central to our engagement with data. Subsequently, we discuss how this question has been operationalized in the five contributions to this special issue, which empirically open up the study of alternative forms of datafication. Building on these contributions, we conclude that as data acquire new power, it is vital to explore the space for citizen agency in relation to data structures and to examine the practices of data work, as well as the people involved in these practices.