Music

• You can buy music (as individual albums or songs) from the iTunes Store and download them onto your iPod. Once you set up an iTunes account with the iTunes Store, you can do this on the iPod. You will then own your own copy of that piece of music and it can be played on the iPod, in the Music app, without a Wi-Fi connection. (This is not Apple Music)
• You can buy music from other sources, such as Amazon, Bandcamp, etc., download them to iTunes (a programme that you install on your computer) and then copy them to your iPod. Again, you own your own copy and once n the iPod, you do not require an internet connection
• You can use the iTunes programme on your computer to buy music from the iTunes Store, download it to iTunes and then (as above) copy it to your iPod
• If you can find Podcasts of music to your taste, you can download the podcast to your iPod (either directly on the iPod, or via your iTunes Library) and then copy them to your iPod
• If you own CDs (yes, those "old fashioned" compact discs), you can copy them into your iTunes Library, and then copy them onto the iPod. Again, once on the iPod, you do not need an internet connection (Wi-Fi)

One last thing; if you only use the iPod to listen to radio, and those radio stations are local to you (as opposed to the other side of the world), why not buy a radio?

You can listen to music on a plane without Wi-Fi, and since you're not using Apple Music, you should already have music on your iPod that does not require Wi-Fi.

Where did your music come from? Since you do not use Apple Music, I assume you have music in an iTunes Library. Have you synced the iPod with the iTunes Library, so that the music is on the iPod, as opposed to in the cloud? (Are there cloud icons next to all the music on your iPod?)

In that case I'll ask again, where did the music currently on your iPod come from? How did you add it to the iPod?

If you do not currently have any music on your iPod can you explain what stage you have reached up to now; that is, have you just bought the iPod but not yet added anything to it? If so, where do you intend to obtain music for the iPod?

The iPod can easily play music without the need for Wi-fi, but you will need to expand on the information you offer before anyone can make suggestions that will help you.