In many countries, using a VPN is completely legal and you won’t have to worry about legal consequences for using a VPN.
There are however countries, where governments have laws in place to try and prevent people from using a VPN. These are usually dictator regimes or countries with highly authoritarian governments.
Why is a VPN connection illegal in these countries?
For repressive regimes or authoritarian governments, freedom of speech and press freedom is sometimes suppressed. This way social media and news websites are not always freely accessible.
In order to still gain access to blocked websites and online services, civilians and tourists will try to use a VPN or proxy server.
In the picture below you can view internet censorship presence worldwide
Source: Wikipedia
Governments ban VPN usage in order to remain in control of the information that people can access.
Something else governments may want to do is monitor and register the internet usage of their civilians.
When the civilians use a VPN to bypass the internet censorship, all their actions will be anonymized and cannot be tracked anymore.
This is usually the reasons why certain countries banish the usage of a VPN.
If you’re using a VPN in a country with known internet censorship, use the VPN at your own risk!