VPN
Virtual Private Network
A service that creates an encrypted "tunnel" between two devices on the Internet. This hides the details of all activity from any entity in-between, improving privacy and security. It can also make a device appear to be located in a different part of the world.
Typically, a VPN service consists of two parts: software on your local device (phone or computer), and a remote server at a location of your choice. The local VPN software intercepts all Internet traffic (in both directions), encrypts it, and routes it to (and from) the remote server. The remote server then reverses the encryption and routes the traffic to/from the general Internet.
This has the effect of making it appear as if your device is located wherever the server is located. This can be useful for accessing services that are only available in other countries, or circumventing local government restrictions. For this reason, most VPN providers let you choose the location of the VPN server you connect to.