Note: All browsers can already use data-* attributes and access them using getAttribute. "Supported" refers to accessing the values using the dataset property.
Looking closely at the link you just provided I can tell you that the dataset object is available in the following browsers:
iOS Safari 5+
Opera Mobile 12+
Android Browser 3+
In all other browsers, you must use the getAttribute() method to access the data- attribute on the HTML element.
EDIT: While that does appear to be pretty widely available, the chart shows 0% support in any IE browser, modern or legacy to date.