Many of your questions will be answered when you purchase and download one to your phone, the reliable companies have very good tutorials that take you step by step, typically dedicated instructions for your brand of phone.
You don't need to have data service to activate it once you land, because on your phone you are going to go to where your networks are found and switch your phone settings from your phone using your current sim card to the esim which will then fire up and roam on it's chosen networks (make sure you have roaming activated on your phone). It's the same as putting a physical sim card in your phone switching out your existing one except there is nothing physical to switch, you do it with menus on your phone and don't need to remove your current sim card from the phone.
One thing to know is many esim carriers don't offer a phone number with your esim so you won't get phone calls or texts to your phone number. Some offer a phone number some don't. But it depends how much you need a phone number to give people. (remember this won't be your current phone number)
I have t-mobile so I just set my settings to data for the esim and text and phone calls to my physical sim since I get free international texts with tmobile. You''ll see in your menus you can mix and match what uses what.
Also understand in most of Europe, Africa, South America you'll be communicating with people via What's App which is what everyone will be using so your usual text service isn't really necessary.
