The essence of computer applications is to store things in the real world into computer systems in the form of data, i.e., it is a process of producing data. Some data are the records related to culture and society, and others are the descriptions of phenomena of universe and life. The large scale of data is rapidly generated and stored in computer systems, which is called data explosion. Data explosion forms data nature in computer systems. To explore data nature, new theories and methods are required. In this paper, we present the concept of data nature and introduce the problems arising from data nature, and then we define a new discipline named dataology (also called data science or science of data), which is an umbrella of theories, methods and technologies for studying data nature. The research issues and framework of dataology are proposed.