We are living in the era of big data. The Metaverse is an emerging technology in the future, and it has a combination of big data, AI (artificial intelligence), VR (Virtual Reality), AR (Augmented Reality), MR (mixed reality), and other technologies that will diminish the difference between online and real-life interaction. It has the goal of becoming a platform where we can work, go shopping, play around, and socialize. Each user who enters the Metaverse interacts with the virtual world in a data way. With the development and application of the Metaverse, the data will continue to grow, thus forming a big data network, which will bring huge data processing pressure to the digital world. Therefore, big data processing technology is one of the key technologies to implement the Metaverse. In this survey, we provide a comprehensive review of how Metaverse is changing big data. Moreover, we discuss the key security and privacy of Metaverse big data in detail. Finally, we summarize the open problems and opportunities of Metaverse, as well as the future of Metaverse with big data. We hope that this survey will provide researchers with the research direction and prospects of applying big data in the Metaverse.