There are two main geographic data types: raster and vector. But there are several raster and vector subtypes based on the information they contain.
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Almost every piece data has a spatial component, and it is important to understand all the data types and data storage mechanisms to be able to chose the optimal solution for our problem.
You will learn ArcGIS allow you to work with a number of data formats from many different sources, here you will find some of those the supported data sources.
Check the list of data formats supported in ArcGIS and if you need more you can also use the ArcGIS Data Interoperability extension for Desktop.