As tempting as it is to jump in and retrieve data tables, there are some concepts you should be aware of before retrieving data. The U.S. Census is very complicated.
Most data retrieval tools will require you to make choices about surveys or data sets and geographies.
When a survey was conducted may affect what data set you choose; you'll also want to know how soon certain data is made available.
When dealing with demographic data, it's helpful to know how the Census counts race and Hispanic origin.