In this chapter, we will first give a brief overview of the mobile instant messaging landscape. Subsequently, we focus on the instant messaging application WhatsApp and describe its current features and which kinds of data can be extracted from it. Based on the existing literature, we provide practical advice for researchers seeking to work with WhatsApp data with respect to data collection, participant incentivization, data processing, informed consent, anonymization, and reproducibility of research. These insights might also prove useful to researchers seeking to work with other kinds of chat log data. We conclude that WhatsApp is an intriguing data source for social science research questions but that the data have to be treated with great caution to ensure ethical conduct. To facilitate this, we present several issues to contemplate for designing studies and briefly introduce the “WhatsR” package for R - our own package for parsing and visualizing data from exported WhatsApp chat logs with convenience features for tailoring, anonymizing, and extracting metadata from them.