The Web of Data (WoD) is an Internet-based network of data resources and their relations. It has recently taken flight and combines over a hundred interlinked data sources with more than 15 billion edges. A consequence of this recent success is that a paradigm shift has taken place: up to now the Web of Data could be studied, searched and maintained like a classical database; nowadays it has turned into a Complex System and needs to be studied as such. In this paper, we introduce the Web of Data as a challenging object of study and provide initial results on two network scales: the pure data-layer, and the global connection between groups data items. In this analysis, we show that the "official" abstract representation of the WoD does not fit the real distribution we derive from the lower scale. As interesting as these results are, bigger challenges for analysis await in the form of the highly dynamic character of the WoD, and the typed, and implicit, character of the edges which is, to the best of our knowledge, hitherto unstudied. © 2011 World Scientific Publishing Company.