Lincoln Mullen has authored (and contributed to the ROpenSci project) datasets useful for historians learning to work with R:
https://github.com/ropensci/historydata
These sample data sets are intended for historians learning R. They include population, institutional, religious, military, and prosopographical data suitable for mapping, quantitative analysis, and network analysis.
https://github.com/ropensci/genderdata
This package contains several datasets of use for historians and social scientists studying gender. These data sets were compiled in this package for use with the gender package for predicting gender from first names.
Indeed, Lincoln is working on a comprehensive guide to R explicitly for historians. This work-in-progress may be explored at Digital History Methods in R. We highly recommend exploring all of Lincoln’s work!