Increasingly, information is being collected and stored digitally in huge volumes. Older archival and print media is also being digitised. If you have a research question that would best be answered by large amounts of data or text, then TDM could be for you.
Text and data mining is an iterative process of inquiry and discovery; your question or perspective may change, and so might your methods.
There are some different places you might be starting from:
Do you have a research question that would be best answered by TDM methods?