Usually, I like to have www-data use /bin/bash and put its home at /home/www-data. Here is how to do it.
sudo mkdir /home/www-data
sudo chown www-data.www-data -R /home/www-data
sudo usermod -s /bin/bash -d /home/www-data www-data
To test it, just change to www-data
sudo su - www-data
pwd
You should see /home/www-data as a result