Yes, broadly.
The data will be in the data ports at the Odyssey settlements in the system (there are various Powerplay data types, so not every port will specifically contain "classified data", but take all of it as you can hand the rest in for merits). You have three basic options for recovering the data:
1) If the settlement is offline, either get a mission to bring it back online, or find a power regulator some other way, power it back up, steal the data while you're there
2) If the settlement is online, sneak around very carefully, disable the alarms, sneak up to the data point, take the data, sneak out again
3) Either as the actual plan or for when option 2 goes wrong, kill everyone and then steal the data. Also steal the power regulator on the way out to make option 1 easier some other time
I'm not particularly good at FPS stuff myself so I tend to stick to option 1, but there are various walkthrough videos online from better players of how to do 2 or 3.
It's been less than 24 hours and a casual player might not read the forums quite as much as we do either!
And they are entirely right that if the intro missions reset every Thursday, that's silly and it should keep your progress. Sure, they're all pretty quick if you know what you're doing, but they're the missions you're supposed to do to learn what you're supposed to be doing, so not everyone is in that position.