Colorado Dept. of Public Health Covid data: Lots of different datasets link out from this page or other CDPHE pages, including some data posted in Google Drive files ("access the data")
Johns Hopkins Coronavirus Resource Center: They've been tracking Covid data almost since the start of the outbreak. Unclear if the raw data is available here, but a lot of examples of exploring tracking data to get some ideas for analysis.
New York City Covid-19 data: A lot of times there might be interesting trends to explore in a single city with a high population, so this could be interesting
Some places to start looking include: