Way back when I started, I started in the banking industry and since then have spent much of my life in the finance or related fields: banks and companies that provided services or software for financial institutions. Much of this time since 2005 has been spent in the regulatory side of things doing analytical work to help organizations manage regulatory compliance and risk in general; i.e. fraud risk.
I generally view the data world through the lens of analytics - as an analyst, I was always amazed that the data required so much work to make it usable: findable; understandable; accessible, and in a format that allowed me to integrate it into the operational context. This is how I got into the data side of things.
While I have worked with multiple government agencies - US Treasury, The SEC, The IRS, most of my work now is involved with large corporations that are building out their governance and data quality programs. This provides a good pool of real-world experiences to draw on. https://www.linkedin.com/in/adamsjonathan/