Can you use the same mobile phone worldwide? When I worked in telecommunications, there were a few mobile phones that could be switched between frequencies and work with the technologies of different regions, but it was mostly cheaper to buy a PAYG phone for the region you were visiting. I believe that dual SIM phones are often used as an option now.
A mobile phone and a dongle use a SIM to connect to a network. You can buy dongles that are unlocked i.e. can be used with SIMs fom different mobile phone providers and you could use a mobile phone SIM in a dongle, it should work but a data only SIM is better value and you can't access the SIM's voice capability in a dongle.
You could purchase your dongle from a single provider that allows you to roam in many countries. You'd have to check with providers and which countries they have roaming agreements with.
Your best bet is to buy an unlocked dongle and purchase data only SIMs in the countries you visit. (Don't forget to buy the correct size of SIM card for your dongle.) Also, the SIM and dongle could still be incompatible, even though they should work in theory.
I would guess you only use your dongle if WiFi isn't available? If you are worried about security of WiFi connections, you could use a VPN (if it's allowed in the country you are visiting, again you would need to check).
I'm afraid there is no such thing as a worldwide dongle though, because there is a no worldwide mobile phone network and technology.
It's something like a memory stick which fits into your USB port on your computer. You buy it from a network provider in the country you are travelling in for as many months as you want. If you are travelling like we do often you are able to be connected to the Internet 24/7. When we were in Australia it was brilliant we could Skype our family back home in England from our camper van, it's surreal. I thin it cost about £20 for the month. Husband uses Freetime now as well.