I think you should have a look at the sticky at the top of this forum on just this topic.

Your main problem is likely to be where you are going. There is no country called Europe!

We look at the continental North America and realise we can go there and use the dollar and probably the same SIM, in "Europe" there are dozens of different countries with their own currency and telecoms operators... and we drive on different sides of the road depending which countries you are in

See if the sticky helps, if not come back and give us an idea which countries you are going to, then we can probably help a bit more.