You might be after the 'myth of the given', which is Wilfred Sellars' coinage in Empiricism and the Philosophy of Mind. 'Given' is just the english translation of 'datum', and so the claim is something like 'It is a myth that there is any such thing as pure data.'
The slightly more complicated point is that foundationalist theories of empiricism (for example) involve the claim that while most knowledge is justified by inferences of some kind, there is a foundation of knowledge that is justified simply by the way we get it (e.g. through the senses, intellectual intuition, etc.). Sellars' argues that no such foundation is possible, and so far as I can tell his argument is more or less accepted today, for whatever that's worth.
If it's worth saying, but not worth its own post (even in Discussion), then it goes here.