Data dredging is a process that looks for patterns in data that are not really there. It's like trying to find shapes in the clouds - you might think you see something, but it's just a trick of the light and not really what's there. Data dredging is bad because it can lead to people making false conclusions about data. It's very important to use careful analysis and good statistical tests to make sure that any patterns you find in your data are real and not just coincidence.