VPN stands for Virtual Private Network. Using a VPN allows you to use a private network across the context of a public network. What this means is you can send and receive data as if you were on a public network, but you gain the security and privacy benefits of a private network.
VPNs are a great way to keep your data safe from your ISPs (Internet Service Providers.) You can still perform standard tasks on the internet without a lot of extra effort.
However, some websites and apps cannot function correctly while you have a VPN enabled. This is often because either the VPN blocks direct access to the site servers, and/or it views the VPN as an unauthorized device (this is especially prominent in games, where the games view the VPN as hacking software.)
Lastly, VPNs can be expensive. Good VPNs start at $40 a year, and prices rise quickly.
Overall, VPNs are a relatively simple and effective way to protect your data, albeit expensive and sometimes inconvenient.
Please not that SafeMode.tips does not reccomend using a VPN where not allowed (e.g. at work or at school.)