I thought about buying esp8266 wi-fi module and then connecting the module to my phone cellular internet, this is the cheapest way I could find to connect the arduino to 4G, but is there another way to connect arduino to 4G?
You need a 4G LTE module, with a paid SIM card, to connect to the phone network.
Yes but can't I just buy a wifi module and connect it to my phone internet?
it's not called "connect arduino to 4G", it's connect to Wifi. To connect to 4G this way you need an additional 4g-WiFi modem or router
Ok so I can't connect the arduino to the phone and then connect the phone to 4G. So any suggestions on which 4G module to buy?
You can, if your phone can acts as access point. Do not every phones support this mode.
In this case your phone will work as modem.
And of course this only works when the phone is near to the arduino. Using the phone as a modem is quite wasteful, a separate modem will be cheaper
I think that was what the OP suggested.
To test your Arduino with WiFi adapter, follow the instructions in some tutorial to connect your Arduino to a known working WiFi access point.
If it works there, it should work with your phone as an access point.
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