If you want to stay connected to mobile phone service even if you travel away from your cell carrier's network, data roaming should be switched “on.” But if you want to avoid fees and you're aware of the risks of losing connectivity, then you can turn data roaming to “off.”
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If you want to avoid roaming charges when you travel, you have a few options to consider:
Turn off Data Roaming or prepare for a trip. Need to avoid roaming charges because you arrived at your destination without an international data plan? Check your Cellular Data options and turn off Data Roaming. In the Settings app, tap Cellular, or Cellular Data, or Mobile Data.
Mobile data (also called “wireless” or “cellular” data) is how you get online when you're not on a wired or Wi-Fi connection. While some mobile users have unlimited monthly data plans, others will have finite amounts of data each month, or even pay for blocks of data as they go.