Digital data play an increasingly important role in how we understand the present and the past. The challenges inherent in understanding and using digital data are as intellectually demanding as any other archaeological research endeavor. For these reasons, data management cannot be regarded as a simple compliance or technical issue. For data to be meaningfully preserved and used in intellectually rigorous ways, they need to be integrated fully into all aspects of archaeological practice, including ethics, teaching, and publishing. In this review, we highlight some of the significant and multifaceted challenges involved in managing data, including documentation, training, methodology, data modeling, trust, and ethical concerns. We then focus on the importance of building data literacy broadly among archaeologists so that we can manage and communicate the data our discipline creates. This involves more than learning to use a new tool or finding a data manager for one's excavation or survey. Long-term, responsible stewardship of data requires understanding the workflows and human roles in data management. Putting effort now into thoughtful data management and broad data-literacy training means we will be able to make the most of the “bigger” data that archaeologists now produce. An important aspect of this reorientation will be to look beyond the boundaries of our own research projects and information systems. Future research, teaching, and public engagement needs will also compel us to explore how our data articulates with wider contexts—within and beyond our discipline.