With the number of social media users being recently estimated to be around 3.96 billion, social media sites present a vast pool of potential participants and data for researchers. Reflecting the growth of this technology and volume of data, data protection laws have been updated across the European Union (EU) and apply to the movement of data in and out of the EU. This article discusses how to approach ethical considerations in light of these new laws and the ethos they represent. We provide this in the context of collecting Twitter data for a pilot study and discuss the considerations in line with legal and ethical guidelines. Our decided approach is offered as an example of the outcome of such considerations. It is clear from this discussion that any approach to ethics, particularly where social media is concerned, requires a reflective and tailored approach.