Data Sets are features that can be added to a page under the Advanced Settings tab. The features on a page will depend on the layout chosen.
All features can be found under the naming convention DATASETS to differentiate them from items such as banner images or galleries that may also be added to a page.
The below example shows an individual Data Set. We can see that the Feature is called Featured Carousel Features and the chosen category is Default.
Every feature & each of it's categories has a unique ID.
For more information on Data Sets and how to create or add them to a page please click here