Yes! Yes! Yes! Unless your mobile operator offers free roaming, the charges of using your mobile in another country can be eye watering! I only made a 10 minute call to my family back home and I got an extra £15/45 Euro tacked onto my bill. Data is often even more expensive that calls for roaming, believe me
Sadly, many contract phones are locked at the point of sale - and unless your out of contract - you can't unlock them without violating your contract. I recommend either using your hotel's WiFi hot spot and saving anything you made need, like maps, to your phone or buying a cheap feature phone and buying a local Sim card.
Enjoy your travels!