Common way of connecting to the web is via your ISP (Internet Service Provider). After successful connection, you are redirected to the chosen website. All the traffic that was generated during your visit is passed through ISP servers, which means that this data is absolutely opened and can be easily viewed by your ISP.
When connecting to VPN service, its server creates a so-called Encrypted Channel, which carefully encodes all data produced by your internet activity. No more disposing the traffic to your ISP provider. From now on, only you and VPN server can see your digital activity.