GoSim's "Global Number" is just a term for the UK (+44) number they allocate to your phone. When you are in any of a relatively large number of countries, you don't pay to receive a call when someone calls your "Global Number".
The reason they can do this because the number they allocate you is a UK "non-geographic" number, which charge a premium to the caller, and GoSim receive a percentage of that premium - basically the caller is subsidizing the call so that you can receive it for free. Some other similar companies work on the same principle but instead use numbers from the Isle of Man or Estonia. (GoSim used to use Estonia +372 numbers, but changed a year or so ago).
GoSim also give the option of a US number, which may be more convenient and frequently cheaper for the caller depending on what country they they are calling from, however you will be charged to receive the call whenever someone calls you on that number. This charge is because the caller is no longer paying extra to call the premium UK number.