A data centre is just a location where large amounts of data are stored, retrieved, manipulated, and so forth. It might be as small as the server room at a local company, where they house their databases, Web sites, source code, and so forth, or it might be one of these mega-projects that have started coming up in the last few years. With the rise of cloud computing, the sizes of data centres have also scaled up. Selling cloud computing to a customer means you need to run a real computer somewhere, after all. And the new AI models need a lot of data to function properly.
The main concern is environmental. These facilities require a huge amount of water to keep things cool. There's a proposed project in northern Alberta that will output the equivalent energy of over 20 Hiroshima atomic bombs. (Daily; not all at once, obviously.) When complete, it would be the largest single man-made heat source on the planet. Canada has no shortage of lakes, fortunately. And a facility of that scale will also require something like two million times the electricity of a typical household. So there are legitimate concerns about the strain on the power grid, as well. It's fair to ask whether a data centre project will put back into the environment, or the local economy, what it takes out.