Activate travel mode
By default, Snapchat loads up new content whenever you open the app -- all your direct snaps, the stories in your feed, and any new Discover content. But if you're not on Wi-Fi, all that counts against your mobile data, even if you have no intention of watching most of it (which you probably don't, because most people suck at Snapchat).
That's no bueno. Instead, enable travel mode, which opts you out of the auto-load setting.
Step 1: Tap the ghost icon in the top-center of the home screen
Step 2: Tap the gear icon in the top right of your profile screen
Step 3: Scroll down to "additional services" and select "manage"
Step 4: Turn on travel mode
With this feature, you decide what to load, and when to load it. If you're on mobile data, you can browse the content that's arrived in your feed, and tap the items you deem worthy of your precious bytes. The rest will remain at the ready for you to load at a later time -- ideally when you're on Wi-Fi.