Data's story is like that of Pinnochio. He wanted to be a real boy because it was something he wasn't. We all want to be something we're not because we think that life will be better that way.
Data's desire to be human represents the desire for a clear sense of personal & spiritual identity. It doesn't mean he thinks humans are better than androids (in fact, he acknowledges the reverse is true in many respects in his first conversation with Riker in EaF) but he still doesn't feel complete. So he strives to be human. He could have chosen anything, really; it's the journey that matters in terms of finding an identity he's comfortable with.