This paper investigates an approach of how to naturally interact and explore information (based on open data) within an immersive virtual reality environment (VRE) using a head-mounted display and vision-based motion controls. We present the results of a user interaction study that investigated the acceptance of the developed prototype, estimated the workload as well as examined the participants' behavior. Additional discussions with experts provided further feedback towards the prototype's overall design and concept. The results indicate that the participants were enthusiastic regarding the novelty and intuitiveness of exploring information in a VRE, as well as were challenged (in a positive manner) with the applied interface and interaction design. The presented concept and design were well received by the experts, who valued the idea and implementation and encouraged to be even bolder, making more use of the available 3D environment.