Once data is synced from various sources in Dataset, it is saved in proprietor format of Salesforce Wave Analytics Cloud and can be retrieved using Salesforce Analytics Query Language (SAQL). I came across free utility Analytics-Cloud-Dataset-Utils which is listed on my favorite Salesforce tools entry.
After downloading Analytics-Cloud-Dataset-Utils, simply execute jar file from console as shown in below video. New window will be opened in browser by executing that command.
Below video tutorial shows, how this tool can be used to extract Dataset from Salesforce Wave Analytics Cloud as a CSV file.