What is a data table and _G.data? Can someone explain this clearly?

if not _G.data then -- Create the data table
_G.data = {}
end

I tried to find an explanation and found another script example. But still, I can't understand what they do and how they work:

G.Data[player.Name]["Upgrades"] = {
		 -- value, valueIncrement, max/min, cost, costIncrement
		["CoinsPerCritical"] = {1, 1, 100, 25, 25};
		["Chance"] = {1, 1, 100, 100, 100};
		}

Second one looks like a module script named G which returns a table named data.

_G looks like a global variable read about it here

Module scripts are generally better to use than _G. _G is slow since it has to look through a lot of places for the variable.

Module scripts are scripts that return ONE variable when you require them. Usually they return a table with variables/functions inside them.

#Example: Lets say I have a module script named myModule in the replicated storage

Here is what myModule could look like:

local module = {}

module.myVariable = 2
module.myVariable2 = "this is a string"


function module.printMyVariables()
	print(myVariable, myVariable2)
end

return module --return a table with all the variables/functions above ^^^

In a normal script, I could require() my module script and use all the variables and functions inside of it:

local myModule = require(game:GetService("ReplicatedStorage").myModule)

myModule.printMyVariables()
print(myModule.myVariable, myModule.myVariable2)

Where you can read about modulescripts: https://developer.roblox.com/en-us/api-reference/class/ModuleScript

_G or shared is a table that is shared across scripts of the same context levels. So for example, if you did _G.hi = "hi" in one script, and in another did print(_G.hi), as long as the script that sets _G.hi runs first, the second one will print "hi".

Note that _G on the client is unreliable, as exploiters can change the data within the table very easily. I wouldn't recommend putting sensitive stuff in _G or stuff you need to rely on in _G for the client.