4G LTE difference in Europe, USA, China - will my phone work ?

Is there a difference between 4G LTE in Europe, USA and China ? Will I be able to use internet on my mobile phone everywhere ?

There are differences between 4G LTE bands in Europe, USA and China. If mobile data will work on your phone or not, depends on the specific phone model. Some smartphones are made for example for US market, some for EU market etc. You should check which bands does your mobile phone support.