Datum is the neuter singular of the perfect passive participle of the Latin verb dare "to give." This grammatical form is roughly analogous to the English participle "given." However, in Latin, such participles are sometimes used as standalone nouns, so that the neuter form datum by itself can mean "[that which is/has been] given." Analogously, the plural data can mean "[the things that are/have been] given."

In English, this word has been borrowed with the meaning of "information given" and variations on that theme (besides a few additional obscure technical meanings).

It's the singular that plural "data" is a plural of. Someone who strictly uses "data" as a mass noun would say "piece of data".