A VPN will protect you from your ISP, your router, or any public network you connect to knowing which specific domains you go to. (HTTPS protects the rest, so without a VPN they might be able to see you visit socialmedia.com but not socialmedia.com/thisspecificperson/thisspecificpost, and with a VPN, all of your traffic would just look like your computer > VPN company)

A VPN won't protect you from the places you visit online fingerprinting you with anything other than your IP address. If a site can see your screen size, installed extensions and fonts, what graphics capabilities your computer has, the username of your account, your typing style, browser version and type, etc, it's not gonna be hard to figure out that you're the same person whether or not your VPN is on.

Use a VPN if you don't trust your current network, or your internet service provider to not log what domains you go to. (or to circumvent region-blocked content by connecting to a server in that region) Don't use a VPN if that doesn't matter to you. Everything else about your privacy will likely remain identical otherwise.

It hides traffic from your ISP or cellular provider. Who are monitoring your traffic and location and selling that information in aggregate to 3rd parties.

It also conceals your location from websites and makes it a little harder to ID you. Websites have other methods of identifying you, cookies, device specs, the type of browser you’re using, patterns of usage, ect ect. Hiding your IP takes one point of data away from them but is basically useless if you’re not taking other steps like disabling certain browser functionality.

I found that a lot of sites will throw a lot more of a fit from VPN usage on a mobile device than they do from a desktop.

VPN encrypts your traffic and obscures it from your ISP, as well as the server you're reaching out to.

Unfortunately a lot of people use VPNs to hide their malicious activity, and for that reason, many sites will block the connection. It's unfortunately just the way it is.

https://en.wikipedia.org/wiki/Virtual_private_network