Data is a robotic monkey who is a companion to MegaMan and his family. He was found by Barrel in the Nino Island ruins in the same mysterious capsule that an infant MegaMan was found in. He speaks in a gibberish language that only MegaMan understands. He appears to know about the mysteries surrounding MegaMan's origins, but seldom lets on to such information.
Data serves as a supportive aide in the MegaMan Legends series. He can fully recharge MegaMan's life and weapon energy. He also acts as the game's save point, usually appearing before bosses and major events. Additionally, he will give information about what to do next. Data is almost always very bubbly and cheerful, and has a trademark "dance" when standing in place. He is always at MegaMan's side, though he also is very fond of girls and has become emotionally attached to Roll. He likes to cook but is not very good at it, and at least once has started a fire in the Flutter.
The truth behind Data is that he is MegaMan's personal memory storage device. He was created by MegaMan, when he used to be MegaMan Trigger. As Trigger, MegaMan copied all of his memories into Data so they could not be scanned by Sera. As he has all of Trigger's memories, Data can fool the Master System into believing he is Trigger, and give the System direct commands, such as when he canceled the reinitialization of Kattelox Island. Though not exhibited, it's said that Data can fly.
(Character Information from "Mega Man Legends Station")
When Barrel found Megaman, Data was right there with him, and has been by Megaman's side ever since. Megaman is the only one able to understand anything this mechanical monkey says.
As various events take place throughout Kattelox, Data is always "around" somewhere. Data doesn't get in on the action much, but he's always there when you need him, giving help, directions, and opinions right up to the bitter end...
It's hard to imagine the game without Data doing his trademark dance, and a walking save point certainly comes in handy.