This past year, I have heard a few people suggest the use of a VPN during their travels. A VPN, for those who don't know, is a Virtual Private Network. A VPN is useful because it provides an extra layer of encryption when connected to the internet. If you don't use the protection from a VPN you could be a potential target of a man-in-the-middle attack where they (bad people) attempt to steal passwords and logins to your bank accounts, etc.
Ok, awesome you say but what's the catch? Imagine that you dig a tunnel from Los Angeles to San Francisco and have full exclusive access. No one else is allowed to use your tunnel. The catch is, you can dig a tunnel but it will always have an exit. If someone posts by the exit and watches it all day, it's unlikely you'll escape without getting noticed. The same principle applies to a VPN. Your VPN is only as good as the endpoint at which it's connected to. So, if you purchased a VPN service they very well could be logging your traffic or their ISP (Internet Service Provider) may be doing that as well. Thus, rendering your attempts to protect your personal information moot.
Moral of the story? Don't expect any more anonymity than you already have. If you want better anonymity you should be using something like Tor (a full separate conversation itself). From what I alluded to above, a VPN is best used for protection in public places (ex. Starbucks), protecting yourself from government spying in foreign countries and accessing restricted services like Google in China or Spotify (they restrict foreign use to 15 days).
That's my rant! This is a bit of a nerdy subject so questions are welcome. Have an awesome weekend and happy trials!