oh my god, considering two of your friends have one and you profess better knowledge than first hand users, you're asking a lot of questions (which have almost certainly been asked before, except your original question about credit checks, because, well... yeh... that one's self-explanatory).
If you buy it unlocked that means you can put any SIM in there from any compatible network. If the SIM is data enabled, then yes, you can use data.