An effective visualization of complex and high-dimensionality data sets is now a critical bottleneck on the path from data to discovery in all fields. Visual pattern recognition is the bridge between human intuition and understanding, and the quantitative content of the data and the relationships present there (correlations, outliers, clustering, etc.). We are developing a novel platform for visualization of complex, multi-dimensional data, using immersive virtual reality (VR), that leverages the recent rapid developments in the availability of commodity hardware and development software. VR immersion has been shown to significantly increase the effective visual perception and intuition, compared to the traditional flat-screen tools. This allows to more easily perceive higher dimensional spaces, with an advantage for a visual exploration of complex data compared to the traditional visualization methods. Immersive VR also offers a natural way for a collaborative visual exploration of data, with multiple users interacting with each other and with their data in the same perceptive data space.