Technological developments, such as the advent of social networking sites, apps, and tracking 'cookies', enable the generation and collection of unprecedented quantities of rich personal and behavioural data, opening up a vast new resource for mental health research. Despite these non-traditional health-related data already forming a vital foundation of many new research avenues, little analysis has been done focusing on the experiences, motivations, and concerns of the individuals already engaged in data sharing and donation practices. This explorative study aims to investigate the experiences of individuals voluntarily donating their data to mental health research, specifically through the open data initiative OurDataHelps.org, which aims to develop effective suicide prevention tools. Qualitative semi-structured interviews and participant observation were used on a small sample of participants, yielding 3 key findings: (1) The relationship between participants and their data traces fluctuated between unconscious agency and hyper awareness through curatorship. (2) Despite having concerns about privacy and surveillance, participants were driven by altruistic motivations to engage with health researchers valued by their community, in the hope that their personal information could be of some benefit to future avenues of research. (3) In most cases represented in this sample group, motivation was found to stem from personal experiences with mental health, suicide, and loss. In the suicide survivor community, the experience of data donation is often valued as a method for emotional processing of a loss, connecting with the experiences of others, or as a way of regaining a sense of 'purpose'. By understanding the motivations of individual participants, future projects can ensure that data donation processes are a positive experience and ultimately, increase and sustain the huge potential resources for health researchers worldwide.