Digital twins and large data quantities - what are your performance tips to deal with millions of (federated) datasets?

I must admit, I’m sometimes a bit disappointed by this forum’s community.

If I had asked the same question on Reddit or 4chan, at least I’d have received three memes, two completely unrelated life hacks and a lot of bright ideas to make everything worse, just for the laughs.[emoticon:98f842990f454422aa6a04953955f9d9]

Maybe let’s flip the question: What is the worst I could possibly do regarding external data sources which huge amount of data?