Did you buy your phone via LGU+? Is it an android device?
1) LGU+ is the only service provider that does not support GSM sim enabled devices, in other words, their handset does not have a sim slot, cannot support a sim and most likely wont work anywhere else in the world accept Korea or countries that still support CDMA like Japan.
2)that being said, if you signed a contract with them you will have to pay a hefty cancellation fee (which includes the full price of the phone). You will have to then sign up again for a prepaid service with them because you wont be able to use a SK or KT sim card.
3) laws has changed and smartphones are now allowed to be sold without contracts binding them. I however dont know what size databundles you will have to use to keep it running, unless you keep your 3G/4G connection off the whole time. You will be surprised by how much bandwidth is chewed by applications in the background.