Social media data has opened up a wide array of research areas in the social sciences and humanities. From a technical vantage point, is easier than ever to gauge public opinion, study political sentiment, explore the connections between various social actors and trace the evolution of issues over time through content shared on social media platforms such as Facebook, Twitter and Instagram and posts made on blogs and public websites. However, a host of methodological, legal and ethical questions arise when designing research projects the make use of social media data. How does my research question fit with the shape of the data and the methods I have at my disposal? What data am I allowed to retrieve and store under the General Data Protection Regulation (GDPR) and other privacy regulation? When is research unethical and what are the fundamentals of human subject research in the computational humanities? My talk with provide a general overview of these issues relying on a number of examples, aimed at junior researchers in the (digital) humanities.