Yes, check your carrier's coverage area. You might be outside the coverage area - also check with the Carrier's roaming policy. If you roam too much or are not supposed to roam at all you can accrue overages. Just a precaution to check the above.
I've been wondering about this from the other side. I've got roaming turned off (I'm on an AT&T plan) on my Nexus 5. I don't think AT&T charges anything for domestic roaming, so should I have it turned on instead?