You'll never have enough data, and even if you think you are getting enough, then data-paralysis becomes a real risk.
Just as much as your data should help you answer questions it should prompt new questions.
It's not everything, but having non-profit domain knowledge gives you a leg up on those who don't
Not all data is created equal. You shouldn't give credence to anyone's data until you have a sense of collection and method
Feel you need to ask donors 50 questions before they can make a credit card gift? Forget it. You'll just alienate them. They don't understand why you want it and don't care if they deny it. They just want to give you money and go on with their day.
Whatever they do put in front of you, it's theirs, not yours. It's on loan and they expect you to keep a grip on it. Does it make sense? Maybe not, but that's the conundrum you need to navigate.