Maybe this will explain it: What do I need a Data Plan for? - BlackBerryFAQ
A BB data plan connects you BB to your carrier and to RIM for data traffic, i.e. Internet, email, etc.
You get it from your cell carrier and please update your profile to add the name of your cell service.
The cost depends on the carrier so you need to check with them and it also differs by country so since we don't know where you are, we cannot answer accurately.