In the healthcare landscape, data science (DS) methods have emerged as indispensable tools to harness real-world data (RWD) from various data sources such as electronic health records, claim and registry data, and data erated from RWD empowers researchers, clinicians, and policymakers with a more comprehensive understanding of real-world patient outcomes. Nevertheless, persistent challenges in RWD (e.g., messiness, voluminousness, heterogeneity, multimodality) and a growing awareness of the need for trustworthy and reliable RWE demand innovative, robust, and valid DS methods for analyzing RWD. In this article, I review some common current DS methods for extracting RWE and valuable insights from complex and diverse RWD. This article encompasses the entire RWE-generation pipeline, from study design with RWD to data preprocessing, exploratory analysis, methods for analyzing RWD, and trustworthiness and reliability guarantees, along with data ethics considerations and open-source tools. This review, tailored for an audience that may not be experts in DS, aspires to offer a systematic review of DS methods and assists readers in selecting suitable DS methods and enhancing the process of RWE generation for addressing their specific challenges.