There are many good reasons to set up a VPN on your Android device. Chances are you use a VPN at work. Essentially a VPN reroutes your web traffic through an off site server. This is mainly used for security reasons. You are able to hide your traffic making it more difficult for hackers to obtain your information. You can also use VPN's as a way around regional blackouts for sports streaming apps, and to mask your IP address as coming from the appropriate region for apps like Netflix and HULU. Android actually has VPN support built right in. Setting it up is pretty simple. Head to the settings app. Under the Wireless and Networks option select "more". Then select VPN. Next add a VPN. You will need to input your VPN information provided by your network administrator. Then save it. Connect to the VPN by selecting it in settings then entering your username and password. There are also apps you can download from the play store that set up a VPN without you needing to set it up locally.