This article analyzes and highlights the security perspective of Internet of Things (IoT) connected devices and their communication challenges, as IoT is considered one of the key emerging fields in Industry 4.0. The IoT architectures can consist of physical systems, virtual ones or even hybrids, combining a collection of different physically active things, sensors, cloud services, specific IoT protocols, communication layers, users and developers. On top of all, it is the business layer, because the scope of the entire IoT environment is to deliver data, to monitor and to facilitate the management of complex processes. In order to facilitate the data exchange between the IoT layers, there have been developed a series of protocols particular to the IoT domain. As in many IT related fields, the solutions are not perfect from the data security and privacy perspectives, many challenges being still open research issues. As the two concepts of IoT and Cloud of Things are connected, bringing real world data into the Cloud to process it, raises Cloud Computing security concerns regarding the privacy and security of data. Although in recent years, many efforts have been made to improve Cloud Computing security, there are risks that need to be taken into consideration. From the Web of Data’s point of view, things are even more prone to security risks. Because privacy is one of the fundamental right of digital users, it is extremely important for new technologies to comply with privacy regulations and policies, such as the new European data protection and privacy frameworks. In this context, companies must take into account standards, challenges and new trends in IoT. In the absence of specific measures, raw or processed data can be easily stolen from the Web of Data. In this paper we analyze and present the main protocols of communication in the IoT field from a data security perspective. Also, we do a review of the main architectures that can improve the security of the communication between IoT devices and the Cloud data storage.