What is a VPN, how does it work, and how do I set one up?

VPN stands for Virtual Private Network. It enables you to connect to the internet via a server run by a VPN provider. All data proceeding between your computer, phone or tablet and this “VPN server” is safely encrypted. As a consequence of this setup, VPNs:

• Provide privacy by concealing your internet activity from your ISP (and government)
• Enable you to avoid censorship (by school, work, your ISP, or government)
• Enable you to “geo-spoof” your location in order to access services unfairly oppose to you based on your geographical location (or when you are on holiday)
• Safeguard you against hackers when using a public WiFi hotspot
• Enable you to P2P download in safety.

MORE: (1) What is a VPN, how does it work, and how do I set one up? – Quora