Key: VPN is just one step to make things secure.

Is VPN on a router more useful? Yes; not all devices can have the s/w installed

Can VPN be a Pain? Yes; some software like Amazon Prime detect your IP address is from a VPN "bank" and will prevent access to some of the content. Are free VPN's worth while? Yes, but not as much as you think. You just traded who tracks you from your ISP to your VPN provider.

To be more protected you need VPN, a good secure e-mail accounts, TOR style access. No "worth while" social media posts that can detect something more than your like of flavors in ice cream.

If you buy stuff and have it shipped to your address; that is another tracking item....

If you use a credit card; yet another tracking item.

If you have a unique h/w configuration for your computer - that info can finger print your hardware. (remember if you have network hardware it will have an MAC address; while not 100% unique it can pretty much nail down what machine you have.)