Data is a plural of datum, if you're considering the individual pieces, but it's more commonly used (in my experience as a US native) as a collection singular like sand. Ex the sand has formed a hill, the data has filled the hard drive.
Which contexts did you have in mind?
See also: Meccano, Duplo, Brio, Scalextric.
Is "gimme the lego over there" strange? I think it is, and if it is, then it's an interesting dater point to support this hypothesis.