Data would be curious about Odo and ask him a few questions about what it's like to be a Changeling. Then Odo would shapeshift himself to look like Data, and in Data's voice say something like "I can look like anything I want, but that doesn't change who I am. It's a conundrum I face every day I exist, but at least I know my purpose. Do you know yours?" Data would be left even more puzzled than before he came, and Odo would have the satisfaction of having done it.