Sure, if you are doing illegal stuff very little of what you can find online will protect you. But if you are hiding from non-law enforcement it is easy to get pretty anonymous.
I guess since I have nothing to hide I have nothing to fear! Thanks friend! We are definitely not living in a surveillance state and we have nothing to worry about as long as we do our jobs cheerfully, obey authority, and conform. I love my life, my job, and my government. There is nothing to see here, everything is normative and fine.
Those engaging in crimes though, such as watching region locked content outside the region in violation of copyright law, rightly should fear. But that is OK since they are criminals subverting the establishment of course. Along with those such as gays in regions where being gay is illegal. Or apostates where apostasy and heresy are death penalty crimes. And numerous other examples of despicable criminal behavior in violation of local laws.
I'm not trying to imply this is ethically or morally right. I am trying to say that if you want to hide from the law using a VPN or anything that is easy to find on the internet is not going to help you and believing so is harmful in that you will choose a technology that you think helps you but does not and take too large risks.
Those engaging in crimes though, such as watching region locked content outside the region in violation of copyright law, rightly should fear. But that is OK since they are criminals subverting the establishment of course. Along with those such as gays in regions where being gay is illegal. Or apostates where apostasy and heresy are death penalty crimes. And numerous other examples of despicable criminal behavior in violation of local laws.