Now lots of people are using VPN. But there is some security risks found. Most of the application found in Google playstore are moderately safe. But there can be security risks found. This all depends on VPN service provider. If you want to use VPN app, then see ratings and review of users. Search more information about that app on internet and always use a trusted application. But I will not recommend you to use free application, available on playstore, as there is more security risks. It would be better to take an paid subscription or use VPN book website, if you prefer a free service.
It is seen that some of the free application are contains malware. So, use website or other alternative method. For free service I can recommend you only vpnbook website. Link is available here: https://www.vpnbook.com.
If you need tutorial regarding vpnbook VPN setup in your device, link is available here.