Read the Codebook. It has useful information about how the data were collected and organized. Look at the Questionnaire. What were the investigators asking and trying to analyze? Make sure the datasets are in formats that are compatible with the statistical software package you are using. Also, for many, but not all datasets, online analysis using SDA is available. How to Use a Codebook (via Princeton University) has instructions that explain what information you should look for when using a codebook