documentclass{article}

usepackage{pgfplots}
pgfplotsset{compat=1.14}

usepackage{filecontents}
begin{filecontents}{data.dat}
0 0
0.25 0.25
0.5 0.5
0.75 0.75
1 1
end{filecontents}

begin{document}
    begin{tikzpicture}
        begin{axis}
        addplot[
            only marks,
            mark size = 10,
            blue,
            opacity=0.1,
            mark=*,
        ]
        table{data.dat};
    end{axis}
    end{tikzpicture}
end{document}

scatter/use mapped color={draw opacity=0,fill=mapped color},

scatter/use mapped color={draw=mapped color,fill=mapped color},