I am going to tag along here as I have a VPN (Nord). I've used it for many purposes but it did make some functions harder. For example, I could not connect to some of my financial institutions while using a VPN. After a bit of reading, I discovered that when using a VPN, one may have to connect to specific servers in order to access certain financial institutions. To say the least, there was a bit of a learning curve but for the most part the VPN just runs along in the background. Every now and then, I won't be able to access something (a website) I should and I'll have to find out what changed.
Is this pain worth the price of having (supposedly) more secure data? I think so but of course YEMV.