How to ask other researchers to share their datasets? For my Computer Science Master Thesis Research I need some large pre-processed datasets. 

I know the names of researchers who have those sets (or at least can point me to the source).

My question is: do you have tips on how to approach those researchers to increase the chance of success to share data? What to do absolutely not? 

Thanks
Email, unless they happen to be at your university.

Just introduce yourself, and the possibility that their data might be useful for advancing your project. Leave open flexibility about the possibility of acknowledgement/authorship (depending on the effort you're asking them to go to), IRB approvals, data sharing agreements, etc.

Be prepared for rejection, but I've had something like a 60% success rate with this approach, and birthed several really productive collaborations.