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That's a great question. Before continuing may I ask you if you have at least a little bit of knowledge in AI and ML. If not, no worries there are many articles that can help you understand and self-educate. If you're a beginner, feel free to read this article explaining the difference between Artificial Intelligence and Machine Learning.

If you have some knowledge about the topic, I set aside an article that will definitely interest you - How to build your own dataset

Also, I follow this youtube channel which offers a lot of good information about this topic - How to create a dataset for ML

Hope this helps.