Datapoints are in-game items that expand on the story of Horizon Zero Dawn and Horizon Forbidden West.
In the first game, when one is nearby, it will appear as a cube icon on the radar at the top of the screen, and can be collected by targeting it with Aloy's Focus. However, this feature is no longer included in the sequel, and the uncollected datapoints are noticed when the Focus is tapped once.
Collecting datapoints is not required for 100% completion.
A list of datapoints in each game can be found on the individual pages: