When a VPN connection drops, you might just lose your connection. But because the internet is very good at routing around failures, what is more likely to happen is your computer will reconnect to the internet application, simply bypassing the VPN service. That means that -- on failure -- your local IP address may "leak out" and be logged by the internet application, and your data may be open to local Wi-Fi hackers at your hotel or wherever you're doing your computing.
No reputable VPN service logs any kind of user activity, unlike your internet service provider, which can easily log every website you visit by storing all your DNS requests sent in cleartext. The only VPN on this list that maintains 24 hours worth of basic connection logs (no activity) is VPN.ac, and they clearly state their reasons (security) for doing so. There have been shady VPNs that have cooperated with government agencies, such as PureVPN (see logging case) and I do not recommend these providers.
Private Internet Access' client interfaces aren't as flashy or cutesy as some other services' software, but they're clear and simple enough for newbies to start right away. A toggle switch reveals all the settings a VPN expert would ever want to play with. You can also skip Private Internet Access' software and connect directly to the servers, or use a third-party OpenVPN client.