If you have a U.S. 3G data plan, then go into Settings > Cellular Data, and turn Data Roaming off. Or just turn off Cellular Data all together (when you get to Europe). This will prevent your iPad from accruing roaming charges, which can add up very quickly.
If you want 3G service in Europe, look into buying a SIM locally. It will be much cheaper. Only the AT&T iPad 1 & 2, or the new iPad will work with 3G in Europe. The earlier Verizon models are not compatible. They don't' even have SIM slots.