@yagger - Starting up a VPN is a bit outside the scope of this forum, but I can give general advice. Assuming that you have never set up your own VPN server, you will want to rely upon a commercial VPN service (1). There are a couple dozen out there to choose from. Examples are: ExpressVPN, NordVPN, Private Internet Access, TunnelBear.
Whichever one you use, they usually fall into 2 categories: They will either provide you with a program that you run in the background that will establish the connection, or they will provide you with a configuration file for OpenVPN which will establish the connection. Instructions for either method will be on the website of the VPN provider. Regardless of your provider, be sure to specify that you’re using a Unix-based operating system, specifically Debian. That should get you the correct instructions to install.
1 - There are free VPN services out there. I do not trust them. If you can’t see how each company makes their money, then you are the product.