Big data is a new term used to mention large scale data set that due to their large in size and complexity. The authors cannot able to processes those datasets with traditional relational database management systems or data mining software. Big data mining is the capability of extracting useful information from those large datasets or real time streams of data, that due to its size and speed. The big data challenge is becoming one of the most existing opportunities. In this paper, they explore the issue and a broad overview of big data and its current state.