Open data is data that can be freely used, re-used and redistributed by anyone - subject only, at most, to the requirement to attribute and sharealike.
What characterizes open data?
-From the Open Knowledge Foundation's Open Data Handbook
Citing data is important in order to acknowledge the work of others if the data are not your own; and even if they are your own, to enable others to find (and perhaps re-use) your data, increasing your research impact. Citing your data enables others to cite your work, contributing to metrics that document your scholarly works and contributions in your field.