Social media data offers unprecedented opportunities for understanding human behavior, public discourse, and health-related phenomena, but it also raises complex ethical, legal, and privacy challenges. This lecture explores the distinctive issues involved in working with social media data, including informed consent in public or semi-public spaces, data anonymization and re-identification risks, platform governance, and cross-border data sharing. Participants will gain practical insights into identifying ethical risks across the research lifecycle, applying mitigation strategies, and implementing responsible data management practices when using digital trace data. Drawing on real-world cases, the session bridges theory and practice to support ethically robust research involving social media and online communities.