A data plan is a subscription you'll need from your cell service carrier for Blackberry Data (internet, email, etc.) Without it you won't get any internet/data on your BB. If you're on a prepaid sim you won't be able to get a BB data plan, though.
You might want to head over to Main Page - BlackBerryFAQ
. There is some good stuff there and you'll get a good idea of what you need.
Edit: With your sim you'll be able to use the phone and sms but no data service. Good luck.