How do people reason with data to make sense of the world? What implications might everyday practices hold for data literacy education? We leverage the unique context of the COVID-19 pandemic to shed light on these questions. COVID-19 has engendered a complex, multimodal ecology of information resources, with which people engage in high-stakes sensemaking and decision-making. We take a relational approach to data literacy, examining how people navigate and interpret data through interactions with tools and other people. Using think-aloud protocols, a diverse group of people described their COVID-19 information-seeking practices while working with COVID-19 information resources they use routinely. Although participants differed in their disciplinary background and proficiency with data, they each consulted data frequently and used it to make sense of life in the pandemic. Three modes of interacting with data were examined: scanning, looking closer and puzzling through. In each of these modes, we examined the balance of agency between people and their tools; how participants experienced and managed emotions as part of exploring data; and how issues of trust mediated their sensemaking. Our findings provide implications for cultivating more agentic publics, using a relational lens to inform data literacy education.