If you're unfamiliar with VPNs, the service allows you to create a private connection with a remote server that will communicate with websites that you're visiting. Instead of sending and receiving information over a public network where it could potentially be intercepted by a malicious actor, all of those exchanges are handled by the server. With an encrypted connection between your phone and the VPN server, your data is indecipherable to anyone trying to spy on your actions online.
Opera's built-in VPN uses 256-bit encryption to protect data. It also obscure's a user's true location by connecting to servers located around the world. While the company didn't specify what will be available for locations for its VPN, the beta version allowed users to select servers in America, Europe or Asia, or use a setting to automatically pick the best available connection. Opera is also promising not to keep logs of user activity, so it won't retain any data in a way that might allow someone to identify an individual based on their online activity.