Most VPNs won’t keep any logs of user activity. Not only is this of benefit to their customers (and a great selling point) it’s also of huge benefit to them (as detailed logging can quickly consume disk after disk worth of resources). Many of the largest VPN providers will tell you as much: not only do they have no interest in keeping logs, but given the sheer size of their operation they can’t even begin to set aside the disk space to do so.
Free VPN Providers are more likely to log your activities and serve contextual ads while you’re connected. They’re also more likely to use your usage habits to tailor future ads to you, have fewer exit locations, and weak commitments to privacy. They may offer great features, but if logging and privacy are important to you, you may want to avoid them. However, if you just need quick, painless security while traveling on a budget, they’re a great option.
While you're connected to a VPN, all your network traffic passes through this protected tunnel, and no one—not even your ISP—can see your traffic until it exits the tunnel from the VPN server and enters the public internet. If you make sure to only connect to websites secured with HTTPS, your data will continue to be encrypted even after it leaves the VPN.