So true! About all I use a VPN for is between my mobile devices and home, more for access to the resources I have there (photos, music, owncloud) than for any protection - but a certain amount of that comes along - no worrying about wifi (issue is more other users on wifi w no password). I'm using OpenVPN for this (an OpenVPN server is included with pfSense, which I use as a firewall). pfSense is free, BSD based, runs on all i86 hardware (next version will need some more-recent instructions available - but they seem to keep putting that version off). OpenVPN client software is available for Win/Lin/Mac/droid/iOS. Works fine over mobile networks, handles cell hand-offs just fine.
But those YT in-video spiels aren't aimed at you - or me.
If you're not a techie, check in with a techie friend first.