I do not use Nano Sim but physical SIM (TalkTalk). Data is needed for transmitting location, remote access and messages, telephone network for making calls. So it's a normal phone SIM with a data quota. Data consumption is therefore relatively low. Depending on the provider, telephony is free within the same network. This allows us to get by cheaply with a prepaid solution.

Yes, without a SIM card you can't even start the setup.
Btw, the battery performance is so bad that the device is not really usable in my opinion.