AT&T is like most major (read Verizon, etc) carriers, in that it has automated software that scans their lines 24/7 for all phones operating on their system.
It compares the unique identifier number (IMEI) from your phone with it's database of smartphones from all manufacturers. Once that's done and your phone is identified, they send you a text explaining they will be adding a data plan on because it's required.
That's what happens now since so many people cheated the system in the past.
Here is my suggestion.
1) The moment you get your phone unboxed, call AT&T, explain you are going to begin using it on your line, and give them the IMEI or other numbers they may ask for.
They are clearly listed on the label of the box which is far easier than finding them on a phone you are unfamiliar with.
2) Their least expensive data plan is $15 per month, so be prepared to ad that to your plan.
3) The reason I'm suggesting you do this immediately, is that once they have your IMEI they will have the AT&T cellular system push some updates to your phone which will insure the best voice clarity and connectivity.
Since you cannot avoid this, it is better to tell them up front, than to wait for the system to "discover you've changed phones on your line".
Hope this helps.
Cheers.
(by the way I really like my Nexus S
)