Do you want to have data flow over you like a torrent? Do you want more aspects of human interaction than even facebook or google at your fingertips? Do you want to intimately know about data disclosure laws in Luxemburg?
It is truly awesome. Not perfect, but there are a handful of places in the world that would make a data scientist happier than ebay. Marketing, anti-fraud, capacity, infosec, etc. are all just *so big*. The hardest part is actually selecting your problem and staying focused.