If your Data Service includes entities with a string key, you can run into problems if the keys themselves contain certain restricted characters.
For example OData has this uri convention for identifying entities:
So if the 'key' contains certain characters it can confuse Uri parsing and processing.
Thankfully though Peter Qian, a developer on the Data Services team, has put together a very nice post that covers a series of workarounds for the problems you might encounter.
Alex James Program Manager Data Services Team