Data citation is the process of citing a dataset in a publication, similar to the way that books or journal articles are cited. Citations help to give proper attribution, make data easier to find, and increase transparency/reproducibility of research. There is no singularly way to cite data, instead, there are many "correct" ways. Check to see if a field of study/publisher has a preferred format. Common features to potentially include, if available, are:
Smith, T.W., Marsden, P.V., & Hout, M. (2011). General social survey, 1972-2010 cumulative file (ICPSR31521-v1) [data file and codebook]. Chicago, IL: National Opinion Research Center [producer]. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor]. doi: 10.3886/ICPSR31521.v1
Pew Hispanic Center. Changing channels and crisscrossing cultures: A survey of Latinos on the news media. (Data file and code book). Washington, DC: Pew Research Center, 2004. Web. 19 Sep 2011. <http://pewhispanic.org/datasets/signup.php?DatasetID=5>.
Ansolabehere, Stephen, Maxwell Palmer, and Amanda Lee. Precinct-Level Election Data. V1. January 20, 2014. Distributed by Harvard Election Data Archive. http://hdl.handle.net/1902.1/21919 UNF:5:5C9UfGjdLy2ONVPtgr45qA==.
Moschetti, M.P., 2017, Database of earthquake ground motions from 3-D simulations on the Salt Lake City of the Wasatch fault zone, Utah: U.S. Geological Survey data release, https://doi.org/10.5066/F7V98691.
Kraemer MUG, Sinka ME, Duda KA, Mylne A, Shearer FM, Brady OJ, Messina JP, Barker CM, Moore CG, Carvalho RG, Coelho GE, Van Bortel W, Hendrickx G, Schaffner F, Wint GRW, Elyazar IRF, Teng H, Hay SI. The global compendium of Aedes aegypti and Ae. albopictus occurrence [dataset]. 2015 Jun 30 [cited 2015 Oct 23]. Dryad Digital Repository. Available from: https://datadryad.org/resource/dio:10.5061/dyrad.47v3c. Referenced in doi: 10.7554/eLife.08347.
NOAA/NCDC, 2013: VIIRS Climate Raw Data Record (C-RDR) from Suomi NPP, version 1. Subset used: October 2007–September 2008, NOAA/National Climatic Data Center, accessed 14 October 2014, https://doi.org/10.7289/V57P8W90.