Virtual Private Network (VPN) creates an encrypted tunnel between your computer and a remote computer. You may have connected to your workplace via a corporate VPN and it's the same concept. Once connected, any network traffic generated by your device is sent over the encrypted tunnel to the remote machine, and then out to the world at large. Basically if someone were to try to sniff your traffic between your computer and the remote VPN server, all they would see is garbage. So, why is this important? Let me present you with a scenario. You've decided you want to take care of a few things but you want to go to Starbucks. You unpack your laptop and happily connect to their Wi-Fi. No big deal, right? Well, if someone were in the area sniffing traffic, they could potentially intercept your signal and see what you're doing. It may not happen, but the possibility exists. Now, if you connect to a VPN, that issue goes away. All they would see is an encrypted stream of data and they would not be able to capture anything.
Why do I use a VPN? Security. Privacy. Piece of mind. These three things are why I started using a VPN. On my laptop, if I need to do something and I'm on a random Wi-Fi connection, I know that my data is encrypted and I will not have to worry about people trying to get at my data. It also keeps my internet sessions private. My ISP will only see an encrypted connection to the VPN, they will not see what I'm doing over the VPN which is important in this day and age where net neutrality has been rolled back and ISPs can start throttling traffic at a whim. Piece of mind because I know I'm surfing the web safer and more securely.
I've recently started using a VPN service provided by Mullvad. They aren't paying me to write this, and the link is not an affiliate link in case you're concerned about that. I have it installed on my laptop and have it run automatically so when I connect to a network, it connects to a VPN server and secures my connection. I also have it on my desktop and I turn it on manually as it's not great for playing games or streaming video. I will also be setting it up on my phone as well. Mullvad has been working well for me. They don't require any personal information to set up an account; simply go to the website, generate an account number and then pay for time. As of this writing, it's 5 euros, or about 5.85 USD per 30 days and they do give you a three hour trial. Install their app, put in your account number and off you go, it's that simple. Mullvad has servers around the world that you can connect to, and as such websites would not be able to track your location as you would appear to be coming from whatever location the VPN server you're using is located.