It is important to cite datasets so that you are giving credit to those who created the datasets you are using in your research. Just like articles, books, and other sources, providing a citation allows others to reproduce your research. It is always important to give credit where credit is due!
Citation guidelines developed by style guides are a bit inconsistent. Erring on the side of providing too much information in your citation is recommended.
Access a "Quick guide to Data Citation" here to help you with your data citation.
The following components are generally required: