Hi, I'm looking for a time series dataset with well-understood exogenous features (in terms of how the features contribute to the forecast). Could you recommend any publicly available time series datasets?

I like to go on Google trends and look for terms that are highly affected by holidays, like "chocolate", "flowers", etc. You can build calendar features and they have a big impact on the series. Otherwise, you can check out weather data. We have the popular Weather dataset on datasetsforecast.