3D LiDAR semantic segmentation is a pivotal task that is widely involved in many applications, such as autonomous driving and robotics. Studies of 3D LiDAR semantic segmentation have recently achieved considerable development, especially in terms of deep learning strategies. However, these studies usually rely heavily on considerable fine annotated data, while point-wise 3D LiDAR datasets are extremely insufficient and expensive to label. The performance limitation caused by the lack of training data is called the data hungry effect. This survey aims to explore whether and how we are hungry for 3D LiDAR data for semantic segmentation. Thus, we first provide an organized review of existing 3D datasets and 3D semantic segmentation methods. Then, we provide an in-depth analysis of three representative datasets and several experiments to evaluate the data hungry effects in different aspects. Efforts to solve data hungry problems are summarized for both 3D LiDAR-focused methods and general-purpose methods. Finally, insightful topics are discussed for future research on data hungry problems and open questions.