How to find these OA-publications
The openness of science has mainly developed only in the 2010s, which is why publications older than that are less open. Lots of old publications (before 20th century) have been digitized during last decades and they are freely available.
There are also open access publications of dubious nature, called predatory journals. Their main goal is to earn money by article processing charges, their peer-reviewing practices are not acceptable, they typically cannot guarantee the visibility of their articles, and they may at worst even vanish altogether.
You can use data produced by others in your own research, such as a bachelor's thesis or a thesis. Open data is increasingly available through data archives. Before you start collecting your own research data, check out what kind of data are already availably.
Tools for finding existing datasets
Research data requires citations for the same reasons journal articles and other types of publications require citations. Purpose of citing data is to acknowledge the original producer of the data and to help other researchers find the resource. The minimum information of a data citation: