A VPN (a virtual private network) is the best way to ensure your privacy when using the Internet. In short, a VPN app establishes a secure connection between your device and the sites you visit. It hides your IP, protects online banking operations, and makes sure you leave no traces behind. For more information on how a VPN works, you can visit this page.
However, there are many reasons why you might want to do a VPN check:
Whatever your reason is, regular VPN tests will help you discover possible security issues before they turn into real threats. This article covers in detail how to check if your VPN is working.