VPN is a virtual private network. They mask your IP and location from your internet provider (and websites) which provides better security as people can't see what you're up to. Most often people use them to pretend to be based in another country to access location restricted content.
Generally you'll need an app on each device you want to access the VPN through. I've always used Nord VPN and they've got a desktop and mobile app. It uses exactly the same amount of data as normal browsing.
Depending on what you want to use it for, you can use a free one which would be adequate from a data privacy point of view, but not great from a speed or data perspective. If you have a specific need from the VPN, there are lots of reviews of providers to find the one that is suitable for you. For instance some, allegedly..., allow you to access US netflix so you can see more content. Others have higher download rates. Horses for courses. Most have trials and offers on so give some a go with trials before taking a plunge. I pay for Nord VPN but tbh rarely use it enough to warrant the price and will be discontinuing when my plan expires.