First of all the priority lies on data already present on Wikipedia. Wikidata should not be a data storage for everything structured in the world, so we should first start to transfer data already present on Wikipedia to Wikidata. External data-sources will be interested as well and for sure but the purpose of wikidata is still cenralizing of what we already have.
A side remark, because I believe this needs some further discussion. I agree that Wikidata should be focusing on the kind of data Wikipedia has or which are suitable for Wikipedia. However, since the Wikipedia data are not systematically sourced (they may be unsourced or the source is only available in edit comments, talk page etc.), it will be very valuable to import relevant, sourced data that have the right scope.
Gregor