Yes you can connect your Firestick to a hotspot but if your mobile internet hotspot doesn't have unlimited data then you'll go through your data pretty quick with the Firestick streaming movies and shows.
1 hour long videos can use as much as 1 GB of data when streaming just that one movie.
So if your hotspot has 5 GB of data you'd be able to stream at least 5 movies from the Firestick and hotspot and then your data will be all gone.
It's best to use the FireStick on your home WiFi which is unlimited data in most cases.