It is possible for some background services to send information across that initial, unsecured connection before the VPN loads. To be fair, the risk is relatively minor for most usage profiles. If you're establishing a connection automatically to your corporate server, you will definitely want to check with your IT team about how they want you to set things up.
Consumers use a private VPN service, also known as a VPN tunnel, to protect their online activity and identity. By using an anonymous VPN service, a user's Internet traffic and data remain encrypted, which prevents eavesdroppers from sniffing Internet activity. VPN services are especially useful when accessing public Wi-Fi hotspots because the public wireless services might not be secure. In addition to public Wi-Fi security, a private VPN service also provides consumers with uncensored Internet access and can help prevent data theft and unblock websites.
Using a VPN can also let you appear to be anywhere in the world that has a VPN server to connect with, allowing the streaming of content in unapproved places. While traveling in China, Azerbaijan and other places, I’ve logged onto a US-based VPN server to watch Hulu and Netflix programs rather than the hotel’s lame pay-per-view movies. To the servers, I appeared to be in the U.S. and able to stream content.
If HTTP browsing is a postcard that anyone can read as it travels along, HTTPS (HTTP Secure) is a sealed letter that gives up only where it’s going. For example, before Wirecutter implemented HTTPS, your traffic could reveal the exact page you visited (such as https://thewirecutter.com/reviews/best-portable-vaporizer/) and its content to the owner of the Wi-Fi network, your network administrator, or your ISP. But if you visit that same page today—our website now uses HTTPS—those parties would see only the domain (https://thewirecutter.com). The downside is that HTTPS has to be implemented by the website operator. Sites that deal with banking or shopping have been using these types of secure connections for a long time to protect financial data, and in the past few years, many major news and information sites, including Wirecutter and the site of our parent company, The New York Times, have implemented it as well.
Torrents get a bad rap, and if we’re honest, that’s for good reason. Using torrents is the number one way to download pirated material including movies, TV shows, music, and games. But that’s not all there is to torrenting. It’s a very efficient way to download legitimate software such as Linux distributions and authorized content from sites such as BitTorrent Now.
CyberGhost has been around since 2011 and has come out strongly as a supporter of "civil rights, a free society, and an uncensored Internet culture." We really liked how the company specifically showcases, on their Web site, how folks normally prevented from accessing such important services as Facebook and YouTube can bring those services into their lives via a VPN.