Visual Analytics (VA) is a discipline that integrates computational and human efforts, allowing for effective data exploration with interactive and insightful user interfaces. Human- Data Interaction (HDI) is a relatively new term that we interpret here as the interactive interface between a human and the visual representation of the data, analogous to human computer interaction. Advanced user interfaces are widely integrated into modern computing devices enabling more effective human interaction with data sets. However, limited control and display modalities of computing devices often still do not easily facilitate exploration of the multidimensionality and heterogeneity of large data sets. Virtual Reality (VR) technologies have demonstrated their potential to unlock human understanding of complex data sets through immersion and natural spatial interaction. In this position paper, we share our views on how VR-based HDI can support exploration of multidimensional large data sets with the aim at providing direction for open research areas that may serve the design of a VR-based HDI system in this emerging field of research.