A virtual private network (VPN) extends a private network across a public network, and enables users to send and receive data across shared or public networks as if their computing devices were directly connected to the private network. Applications running across a VPN may therefore benefit from the functionality, security, and management of the private network.
Spies—and, more frequently, advertisers—can glean a lot about your movements online. By capturing your IP address, an observer can divine your approximate geographic location. With a VPN it's a different story. Because your web traffic appears to be coming from the VPN's server and not your computer or mobile device (yes, there are Android VPN apps and iPhone VPN apps), any observer will see the VPN server's IP address and not yours. That makes it much harder to correlate your movements across the web.
Borders still exist on the web, in the form of geographic restrictions for streaming content. The BBC iPlayer, for example, lets UK residents watch the Beeb to their heart's content. The rest of the world, not so much. But if you were to select a VPN server in the UK, your computer's IP address would appear to be the same as the server, allowing you to view the content.
That attitude to the safety and privacy of personal data creates an enormous online security risk. Public Wi-Fi networks, which are ubiquitous and convenient, are unfortunately also highly convenient for attackers looking to compromise your personal information. How do you know, for example, that "starbucks_wifi_real" is actually the Wi-Fi network for the coffee shop? Anyone could have created that network, and they may have done so in order to lure victims into disclosing personal information over it. In fact, a popular security researcher prank is to create a network with the same name as a free, popular service and see how many devices will automatically connect because it appears safe.