The increasing availability of Big Data is changing the way data exploration for Business Intelligence is performed, due to the volume, velocity and uncontrolled variety of data on which exploration relies. In particular, data exploration is required in Data Lakes that have been proposed to host heterogeneous data sources, given their flexibility to cope with cumbersome properties of Big Data. However, as data grows, new methods and techniques are required for extracting value and knowledge from data stored within Data Lakes, aggregating data into indicators according to multiple analysis dimensions, to enable a large number of users with different roles and competencies to capitalise on available information. In this paper, we propose PERSEUS (PERSonalised Exploration by User Support), a computer-aided approach for data exploration on top of a Data Lake, structured over three phases: (1) the construction of a semantic metadata catalog on top of the Data Lake, leveraging tools and metrics to ease the annotation of the Data Lake metadata; (2) modelling of indicators and analysis dimensions, guided by an openly available Multi-Dimensional Ontology to enable conformance checking of indicators and let users explore Data Lake contents; (3) enrichment of the definition of indicators with personalisation aspects, based on users’ profiles and preferences, to make easier and more usable the exploration of data for a large number of users. Results of an experimental evaluation in the Smart City domain are presented with the aim of demonstrating the feasibility of the approach.