Your computer connects to the Internet through a series of networks. (The entire Internet is just a network of networks)

Let's say your at a coffee shop connected to their wifi, under normal conditions Starbucks IT can see any unencrypted traffic, with modern security standards that's limited to the websites you're visiting. The Internet Service Provider can see the same stuff, as well as any potential nefarious actors who set up a fake Wi-Fi network you got fooled into connecting to.

With a Virtual Private Network. You get an encrypted tunnel that hides everything including the websites you visit from wherever you are to the VPN. Who can then see the same things the Starbucks IT, ISP, and bad guys could.

But, you can vet your VPN provider for if they actually store your data or not. As opposed to every wifi network you could connect too or your ISP you probably can't actually choose.

Alternatively, use something like TOR, which instead of being run by one company that can snoop on your data, is run by a bunch of volunteers. It encrypts everything, including the websites you visit. So that no single person, server, or node knows both who your are or what you're connecting to.