Social media are a rich source of insight for data mining and user-centred research, but the question of consent arises when studying such data without the express knowledge of the creator. Case studies that mine social data from users of online services such as Facebook and Twitter are becoming increasingly common. This has led to calls for an open discussion into how researchers can best use these vast resources to make innovative findings while still respecting fundamental ethical principles. In this position paper we highlight some key considerations for this topic and argue that the conditions of informed consent are often not being met, and that using social media data that some deem free to access and analyse may result in undesirable consequences, particularly within the domain of health research and other sensitive topics. We posit that successful exploitation of online personal data, particularly for health and other sensitive research, requires new and usable methods of obtaining consent from the user.