I get it free, but there's ads. If you're old enough (and I think you are), you remember listening to the radio and hearing ads. Same thing, only the ads on Spotify are a LOT less intrusive, imo.
As far as data, you'd have to look at your plan. I get Pandora free of any data charge with my T-Mobile. Keep in mind though, that if you use Wi-Fi, that's not going to count against your data usage.
Besides, most plans give you an option for unlimited data. Not always as "unlimited" as the word implies, but still.