Big Data has become the primary source of understanding the structure and dynamics of the society at large scale. The network of social interactions can be considered as a multiplex, where each layer corresponds to one communication channel and the aggregate of all them constitutes the entire social network. However, usually one has information only about one of the channels, which should be considered as a sample of the whole. Here we show by simulations and analytical methods that this sampling may lead to bias. For example, while it is expected that the degree distribution of the whole social network has a maximum at a value larger than one, we get with reasonable assumptions about the sampling process a monotonously decreasing distribution as observed in empirical studies of single channel data. Also we find, that assortativity may occur or get strengthened due to the sampling process. We analyze the far-reaching consequences of our findings.