Before you receive the data set, be sure you will have room for it either on your personal computer or on a server at your institution. National databases can grow to be very large and you want to be sure you will have the room to store the data once you obtain it. Is it important to you to store the data set on your personal computer?
Transmitting data sets can be tricky. Sometimes they can be emailed through a secure network, but many times they need to be stored on a disc and transferred in that manner. Does the institute where the data set is stored have a preference on how they transfer the data?
It can be hard or impossible to zip and unzip very large files on your computer. If this is the case, do you have access to technical assistance in unzipping these types of files?
Sometimes this information becomes available in the process of obtaining permission to use the data set, but other times it may be necessary to ask in order to get an exact idea of what will be needed.