Let’s talk about Virtual Private Networks (VPNs) a bit.
The way one usually browses the Internet is very simple: you have an IP address from your internet service provider (ISP) and it is used as your identification on the internet. Hence, anything you do on the internet (surf web, play games, etc.) is linked to this given IP. It is not encrypted and therefore not secure. The diagram below shows this connection:

But how do we increase the security and therefore privacy? VPN is one solution. In its simplest form, VPN involves a connection from your computer to another. It then uses their network to complete your work. This makes your connection encrypted and therefore secure. Here is a diagram to demonstrate this:

While usually not its main purpose, VPNs can also help you with the geographical limitations posed by some services. Since VPN servers can be anywhere in the world, you can trick the receiver of data in to thinking you are located where the VPN server is. For example, if your VPN server is located in the U.S., by connection to it, you are sending your traffic through the U.S. Therefore, you are identified as being located there, regardless of your actual location. People have used this method to use U.S. Netflix services. Please note that VPNs increase your privacy but they do not make you anonymous. This is because the VPN server can eventually track you and find out who you are. To be completely anonymous, you can use the free service of Tor.
Examples of VPN providers
There are many VPN providers. We are in no way suggesting one over the other and that is out of the scope of this post. The purpose here is to show you some options that exist. Usually what you need to be careful is if the provider keeps logs or not. Refer to this list for an excellent comparison of the different providers. Here are a few examples (alphabetically sorted):