The next icon on the sidebar is for your Data. Unlike the Data tile on an organization home page, the Data icon on the sidebar takes you to a page where you can access all of the datasets that you own, as well as all the datasets to which you have access in any of your organizations:
At the top of this page is a linked list to all the datasets you've accessed recently. Below that are tiles organizing the datasets by who owns them. The tiles link to lists of the datasets grouped by owner.