Educational data mining and learning analytics encourages developing methods for discovering student learning patterns and behaviors by investigating the distinct set of data available in learning environments. Researchers in this field of domain have developed useful models by exploring data from different learning environments. Most of the data used by these researchers come from computer based learning environment where datasets can be easily fetched and analyzed. For the goal of educational data mining to be fully realized, researchers must engage in investigating data from every learning environment, either in computer based learning environment or traditional learning environment; or institutions with information management systems or not. With is this view in mind, this research aim to expose the experience during data collection at two public universities in Bayelsa state, Nigeria. The research describes the data collection process and highlights the challenges faced. The research concludes by encouraging researchers to share their data collection experiences to help future researchers to be adequately prepared and encourage educational data mining researchers to support the goals of the educational data mining community by studying students from every learning environment.