Science progresses via our systematic efforts to find order in information generated from observations on the world comprising systems of all scales, from microscopic to macroscopic. Recent advances in Information Technology have enabled the massive accumulation of novel observational data on collective human activities and social systems, opening up new avenues for serious scientific exploration. In this talk I will introduce the challenges and opportunities posed by the era of the “Big Data”, and the efforts to understand and tame its complexity spearheaded by statistical physicists building upon the science of complex nonlinear systems.