Welcome to GC! Thanks for doing your research first
You would have to check with the customs of each individual country you were planning on visiting. Especially being an exotic animal, they would probably be subject to quarantine. This could range from a couple of weeks to 6 months. Either way, can you imagine how stressful that would be? They would probably lose any bond that they had with you while under long quaratines.
Also, with the stress. Gliders should really be kept, for the most part, in one home. Moving too much can SERIOUSLY stress a glider out. Some complications from all that stress could be overgrooming, loss of appetite, depression, diarrhea, as well as anything that may stem off of those (which, in some cases, could lead to death). Also, you don't know what you would be exposing your glider to, s/he could pick up any number of diseases/illnesses from the places you are visiting, especially because their immune systems might be compromised from the stress.
You do need to think about vets, too. Could you guarantee that there would always be a vet available where you are that could treat your sugar glider in case he got ill? It's hard enough to find an exotic vet (much less an emergency vet open 24 hours) here in the States and in Canada..think about trying to find one in Europe, where they are much less popular.