This exploratory research of data lakes in big data times is a prominent topic for both academia and industry. One of the main motivations behind is that companies need to cope with more data than ever before, and the problems of how to analyze even how to store data are becoming more and more challenging in many industries. The occurrence of the concept of a data lake to meet such big data problems is enlightening and will most likely be considered in any relevant big data strategy. This review paper presents a summary of some popular data lake concepts at present, followed by its advantages, potential risks and criticism from some professionals as well. Additionally, a general process in a data lake is described.