What does VPN stand for? Virtual Private Network. A VPN basically masks your online identity which can usually be verified by your internet service provider (ISP). An ISP is the company you pay to give you access to the internet. You are given an IP address that is unique to your computer. Your IP address is logged everytime you do something online. Any time you do a search or send an email etc etc. This means you are basically being spied on and everything you do online is being tracked, recorded and can be traced back to your IP address. Crazy 1984 stuff.
A VPN creates kind of like an encrypted "shield" between you and a remote server operated by the VPN service. All of your traffic is sent through this shield which means your ISP can't see your data because it is encrypted! Even better, your computer looks like it has the IP address of your VPN provider which means that your identity is masked or secret.
With a VPN, people do many things secretly online or use it to just increase their security when they are accessing an untrusted network (like logging on to the internet from an internet cafe). People use VPN's for anything from keeping their browsing history private to watching a movie that is only licensed in another country, to making an "illegal" download, to keeping their communications secure or to buying Bitcoin anonymously.
My favorite way to use a VPN is to sign up with an encrypted email service like ProtonMail and pay with bitcoin from a throw away online wallet. I don't like anyone tracking my crypto use and setting something up this way can make you very hard to spy on. PC Mag lists their top VPN's here https://www.pcmag.com/article2/0,2817,2403388,00.asp
I am personally testing out the brand new VPN from the guys who created one of the best encrypted email services, ProtonMail. ProtonMail was created to protect the journalists and activists who need to keep their communications secret and private. Their VPN will now make them even more bulletproof. You can test out their new VPN service for free here http://www.stacksilvergetgold.com/vpn