A VPN, also known as a Virtual Private Network, is a service that allows users to connect to a private collection of servers that act as middle-men for internet connections. These services will often bounce the requests between computers before sending it out to the destination. This has the effect of erasing the requestor's public IP address, providing a basic level of anonymity. In addition, VPN services encrypt all traffic passed between the user's computer and the VPN service, providing a level of security. However, VPN services do not guarantee encryption beyond the VPN server itself. Encryption will depend on request type.
A user will typically download a VPN application, or install a VPN app on their phone before activating the service. The application will then intercept all outgoing internet traffic and route it through its own encrypted private servers. The connection (in some cases) may get unencrypted once it leaves the VPN servers on its way to the destination (refer to the illustration below).
The main difference between VPNs and HTTPS is, HTTPS encrypts web traffic, whereas VPNs encrypt all traffic on a device (such as video games, email clients, or background operating system connections, etc). Even if you're using HTTPS version of a website, often times, your browser will still leak sensitive data due to what's called mixed content. This happens when a web page is comprised of partially encrypted and partially unencrypted requests.
Virtually any device can use VPN services, but different VPN providers support different types of devices. This includes desktop computers, laptops, notebooks, smartphones, tablets, and even routers.
Keep in mind that VPNs are not foolproof, but are a great starting point. I would highly recommend reviewing the pitfalls of VPN services, and how they could leak your identity.
With the revelations of bulk data collection and lack of online privacy, government censorship, and political upheaval, it’s no surprise that VPN services are becoming more and more popular. In order to be able to decide which VPN service is the best for you, read what to look for in a VPN service.