High-throughput sequencing assays have become an increasingly common part of biological research across multiple fields. Even as the resulting sequences pile up in public databases, it is not always obvious how to make use of these data sets. Functional genomics offers approaches to integrate these "big" data into our understanding of rheumatic diseases. This review aims to provide a primer on thinking about big data from functional genomics in the context of rheumatology, using examples from the field's literature as well as the author's own work to illustrate the execution of functional genomics research. Study design is crucial to ensure the right samples are used to address the question of interest. In addition, sequencing assays produce a variety of data types, from gene expression to 3D chromatin structure and single-cell technologies, that can be integrated into a model of the underlying gene regulatory networks. The best approach for this analysis uses the scientific process: bioinformatic methods should be used in an iterative, hypothesis-driven manner to uncover the disease mechanism. Finally, the future of functional genomics will see big data fully integrated into rheumatology, leading to computationally trained researchers and interactive databases. The goal of this review is not to provide a manual, but to enhance the familiarity of readers with functional genomic approaches and provide a better sense of the challenges and possibilities.