It is not useful to consider HTML5 as a single entity, that browsers either ‘support’ or ‘don't support’. HTML5 is:
an attempt to codify widespread existing practice beyond the limits of what the previous W3 HTML and DOM standards had covered, such as IE and Firefox extensions that the other browsers have copied, and long-standing ‘DOM Level 0’ behaviours that everyone took for granted but weren't written into any spec before.
a random selection of new extensions not yet in widespread use, which it is hoped browser manufacturers will support. Some have already succeeded, heading into all new browsers already; some have been spun off into their own specifications (which is much more manageable for everyone), some are controversial, and some no-one cares about at all.
It has been, IMO, an enormous mistake to try to cover these two bases at once. I would have preferred an HTML 3.2-style ‘catch-up’ standard plus many separate extension specifications. But there's nothing can be done about it now.
HTML5 is also:
- Not finished. The specification is massive, complicated, incomplete, and likely to change in details (or maybe more than that) before it becomes a proper standard. No-one can say they ‘support HTML5’ yet, because no-one knows yet what ‘HTML5’ is actually going to be.
In practical terms: there are some parts of HTML5 that have long been in use. There are some parts that you can use safely on modern browsers. There are some parts that you can use on new browsers except for IE. There are many parts you can use with fallback workarounds or ‘graceful degradation’. There are some parts you may never be able to use. For now you will have to learn each separately, because there won't be a browser that supports absolutely everything in HTML5 for many, many years. If ever. Add the extra features you like gradually as you go along and they're supported by a greater share of browsers; there will be no ‘big bang’ where everyone updates their browser at once.
As for data-
attributes, well, yeah, you can kind of get away with using them, in that most browsers have always allowed any old attributes to go through anyway. This is typical of several HTML5 extensions, the browser doesn't need to explicitly ‘support’ it for it to work.
But since there are other ways of passing data (classes, comments, script blocks, etc.), I'm not wholly convinced it's worth dropping (universally supported, validatable against a fixed standard) HTML4/XHTML1 pages just for that one feature yet.