Statistical thinking is required for good statistical analysis. Among other things, statistical thinking involves identifying sources of variation. Students in introductory statistics courses seldom recognize that one of the largest sources of variation may come in the collection and recording of the data. This paper presents some simple exercises that can be incorporated into any course (not just statistics) to help students understand some of the sources of variation in data collection. Primary attention is paid to operational definitions used in the data collection process. (Contains 1 table.)