What shell are you using?
Bash is generally the default, in which case the PATH can usually be modified in one of two places:
~/.bashrc is sourced every time a terminal is opened
~/.bash_profile is sourced once when you first log in
Therefore, .bashrc is generally used for aliases or things that can change between opening terminals on a given login session, while .bash_profile is used for environment variables that are only set once when you first log in. I almost always modify the PATH in .bash_profile rather than .bashrc, because if you append to your PATH in .bashrc, every time you open a terminal you'll append more and more onto your PATH, whereas with .bash_profile your PATH is just set once and then left alone.
To add $HOME/data to your PATH, you would simply add something like the following into one of your login scripts (.bashrc, .bash_profile, etc):
If you "echo $PATH" before and after the above command, you'll see that your new directory has been added.