I need 4G mobile internet in Europe

These are supplied by your ISP, or at the very least, they supply the plan. I use a HUAWEI Internet stick and it works great.

Second, unlimited is nearly unheard of where I am, or is very expensive. Get a plan geared to your use. Again, your ISP supplies this.

You need to ask about roaming. My phone roams but there is no plan for the USB Internet Stick.

Look at getting unlimited data for your phone (expensive) or upping the plan. Then use your phone as a hotspot. This works well also.

Where are you located? From TripAdvisor.com someone mentioned that T-Mobile (US Carrier) gives free internet when roaming.
Here is the link to the post I saw: https://www.tripadvisor.ca/ShowTopic-g1-i12530-k11696193-EU_wide_SIM_cards-Travel_Gadgets_and_Gear.html

T-Mobile (the service I use in the US) offers  2G internet for “free” with its T-Mobile One plan, or its T-Mobile One 55+ plan.  Calls are 20 cents per minute, free unlimited texts. For an additional $10 a month you get 3G and 4G speeds in many countries and increased thethering. It is not unlimited, but it is a large amount of data.

If over 55, the T-Mobile One 55+ plan is $60 for unlimited everything in the US, taxes and fees included for 2 lines only. Does not include international long distance, but Mexico and Canada are included. International plans can be added. The $10 per line per month adds the better international data plan.

If not over 55, you get 4 lines, same plan features for $120/month, included free Netflx, and you can add the $10 data upgrade and international calling if desired

HOWEVER: if you do not need your American phone number, and you own your phone (not carrier locked, ie payed off), get your American carrier to unlock your phone. Then, when you get to Europe, go to a local carrier, and you can buy a local SIM that has large blocks of data and calling for fairly cheap prices. I happen to use Orange when in Europe, but other carriers offer deals too.  But when you swap out the SIM, you no longer  will have your US number. Keep that in mind if you need to keep your US number while traveling.

Make sure your phone supports GSM. ATT and T-Mobile phones will work well. Verizon and Sprint phones are CDMA, and unless they have GSM radios, may not work in Europe.

If your phone is not able to be unlocked or you need your US phone number for emergencies, then buy a cheap, GSM unlocked 2nd smartphone, and put the European SIM in that phone when you get to Europe. Many SIMs allow thethering of data, so you can share the data from one phone to others. But check with the European Carrie to see if allowed.

Are you taking a cruise or is this your own yacht?
If you're on a cruise be careful with 3G/4G as cruise ships have their own cell connections and you'll be routed via InmarSat which is not covered by roaming agreements (and is costly), if you are using 3G/4G make sure you're connected to a European provider network as your phone will seek out the strongest connection and that will be the ship.  Check the ship has WiFi and use that in preference, see if your provider has a Voice/SMS over Wifi app you can use for voice or use a social media app which allows telephone calls over data connections.

If you're on your own vessel then all the countries you're passing have a shared roaming agreement.  If your phone is unlocked get a SIM from any European country you are passing and you'll be able to use it for the entire journey at the same rate.  You can probably buy a month's contract for unlimited data which would be inclusive.

Bear in mind that network providers have virtually no incentive to place their cellular towers near coastlines unless they serve a large population nearby so 4G along most of the coast may have very poor reception from the sea.  In some areas you'll have no signal at all even if you are virtually beached!

If your phone is locked to your current (non-Europe) provider then a MiFi device with a European SIM is your best compromise and will give you data access without additonal roaming costs but if you are using a non-European SIM then roaming costs can vary between countries.

Of course you'll need to balance that against whatever deal your own provider can offer.  Just bear in mind with a strong $ European packages may be cheaper if you buy direct.

I am saling on my own yacht and today I have 4G connection in Nederland who is unlimited but after I have used 5GB in one day I will have to send them SMS and ask for 1 GB more every time I need more that day. On midnight I get my 5GB again.

As noted earlier, unlimited internet is uncommon if available at all for the device you have (same issue for me). So get the highest plan you can get and then add more data as need be.

See if you can get unlimited internet on your phone.

I can't really see a better option, I was going to suggest Lebara but if you're using in excess of 5GB daily over an EU roaming connection you'll eventually be in trouble with their Fair Use Policy.

5GB a day? That is a tremendous amount of mobile data. I have seen only 1 "unlimited" plan in Europe (I believe it was Deutsche Telekom) but they no longer offer that. Their best plan is 3 GB for about 25 Euros.  The highest data  plan I have seen recently  is 9 GB for $70 from Cellular Abroad.

Doing a quick search, I see KnowRoaming, available at Walmat and Amazon and direct, has an $8/day unlimited data plan on top of what their card costs. But that too is expensive for a long trip. Find it here:  https://knowroaming.telna.com/order/stickers-and-sims/15-knowroaming-global-sim-card.html

In Iceland the mobile company Nova.is offers unlimted 4G (4-5TB) connection for about €55 / month. But that only works in Iceland.

For what you wish to do, a good (high speed) phone with a roaming plan wherever you go is going to be the simplest .

Otherwise for your USB Internet stick, you will need a SIM card and plan for most different countries you visit.

I am going to sail from France to Greece near land all the time and need good internet.

Having done this a couple of times (not those countries), being near land is usually not helpful. Since this is your own vessel, good phone is probably the best way to go. I have done this as well.

I have Huawei 4G router onboard who every one can accces. My T-Mobile subscription is sufficent in Holland but not elsewhere.

I have roughly the same device (HUAWEI LTE E8372) and it is limited to my own country with no roaming outside the country.

So the limitation you have is understandable and common.

You need to use a roaming device (that can be a hotspot for all when required).

My router can roam (works well in Iceland and other countrys) but I am only allowed to use 20Gb/month when so.

Then you are probably best to use what you have and pick the best pay as you go plan. I roam, need Internet, and pay as I use. That works well for me.

John, what do you pay or expect to pay in roaming charges for a day or week? What you suggest, depending on carrier can get very expensive. AT&T is $10 a day and has limits. Verizon is crazy high. Tmobile is decent at $10/month for faster speeds in 170 countried, but has data caps. Just curious what you believe is reasonable. Thanks.