Depends on how hard your country cracks down on individual piracy. If you've heard a friend of yours in the same country being served a copyright notice for pirating; you absolutely need a VPN. If you've never heard of this and the idea sounds impossible, you typically won't need it.

If you will need a VPN; I would heavily recommend Proton VPN for convenience. If you want to selfhost you're going to need a server in a different country which will still cost you money. Assuming you'll pay for a typical sbc + gigabit internet + electricity costs + remote maintenance costs and you'll be looking at a way bigger cost than just 60 euros a year. That's how much ProtonVPN costs.