VPN stands for virtual private network.
Why should you care?
If used properly, you can use VPN to pretend that you are located somewhere else on the network. This is handy either for hiding your current location, or to have access to the web /service not available in your current location.
Also, you have assurance that your traffic is not eavesdropped by someone else on its way.
That someone else might be: Police or generally law enforcement agency, ISP provider, creepy neighbor, Your EX with basic hacking skills, your employer, hostile government.. you got the picture.
Now you know what VPN is. Next step is how to do that.
There are several ways:
1) You can use publicly available Free VPN services
Usually its free, but you never know who is “listening” on the servers you will use. These services are either run by NGO’s for the common good, or by adversaries to lure users and steal their secrets.
2) Paid VPN services
Usually this case is a bit better that free VPN as they allow you to switch your “locations” so you can select the country you like to appear to be, while browsing.
Next benefit is that its less susceptible for being hijacked by an adversary.
3) Setup your own VPN
This is how the cool kids are doing that. Since you own the infrastructure, there might be less chance to get someone else involved like in previous two cases.
Here is a real life story, why using VPN actually matters.
There was recently (04/2019) bombing in Sri Lanka, terrorist attacks against the tourists and civilian.
As one of the countermeasures, in such cases there is usually ban on using social networks, temporary. This ban should prevent the bad guys talking to each other.
But at the same time, you have no way to tell your family you are all ok. Using paid VPN service might not help at this point, because it has usually known IP’s of the servers, so it gets banned as well.
On the other hand, if you have your own VPN server, you are just fine as long as the base internet connection is working.
because nobody can tell what kind of traffic is between you and your VPN server. Also, since the server is likely located in another country, these social network bans won’t affect you at all.
Which is great to tell your loved ones that you’re alive.