People often say "If you've got nothing to hide, why do you need a VPN?", which whilst may be a valid viewpoint, does not factor in that Government's around the world have legalised spying on their citizens under the guise of security and protection.
A VPN provides privacy and security and prevents communication providers from cataloging site visits, browsing habits and potential personal information. Additional features from some VPN providers can block adverts and tracking cookies from being placed on your system, ensuring that a digital profile is not built which is often sold for marketing purposes.
A VPN exists as part of a practice to improve your privacy and security whilst online.
But in response to the question; "If you've got nothing to hide, why do you need a VPN?", there is a very simple answer:
Because I don't want my personal information to become public domain and open to anyone I do not give permission and the right to hold my information.
Some of the known countries that employ mass surveillance include:
|Australia||Bahrain||Canada||China||East Germany||European Union|
|Syria||Turkey||United Arab Emirates||United Kingdom||United States||Vietnam|
In addition to Government monitoring and cataloging, online users should be aware of commercial mass surveillance, in that businesses will monitor users for commercial benefit by selling the data in question to marketing companies or analytics organisations.
To understand more about mass surveillance, please see the Wikipedia article on mass surveillance 
Why do I need a VPN? To enhance privacy and security whilst connected.