The use of third-party packages is becoming increasingly popular and has led to the emergence of large software package ecosystems with a maze of inter-dependencies. Since the reliance on these ecosystems enables developers to reduce development effort and increase productivity, it has attracted the interest of researchers: understanding the infrastructure and dynamics of package ecosystems has given rise to approaches for better code reuse, automated updates, and the avoidance of vulnerabilities, to name a few examples. But the reality of these ecosystems also poses challenges to software engineering researchers, such as: How do we obtain the complete network of dependencies along with the corresponding versioning information? What are the boundaries of these package ecosystems? How do we consistently detect dependencies that are declared but not used? How do we consistently identify developers within a package ecosystem? How much of the ecosystem do we need to understand to analyse a single component? How well do our approaches generalise across different programming languages and package ecosystems? In this chapter, we review promises and perils of mining the rich data related to software package ecosystems available to software engineering researchers.