For extended projects, you will want to keep a research journal. Do a favor for your future self and keep good records of what you find so you can retrace your steps.
What to record about a data download in a research journal:
- URL or DOI
- Date
- Author, principal investigator, producing agency, etc.
- Exact name of dataset (not just the web site’s name) and the version if appropriate
- What you had to query in order to get the exact download you got
- Where you are storing local copies data and all relevant documentation
- Suggested citation information if provided