I have an Iphone 4. What is VPN and should I turn it on?

And if I turn it on which should I choose? L2TP PPTP IPSec

I don't think you'll actually need VPN ever. VPN stands for virtual private network and that just means your phone will be on a network that no one can trace (connecting to school Wi-Fi and you can access sites your school has blocked, but they caught that now). You really don't need vpn.

Unless you have a specific reason to use VPN, don't bother with it. VPN is a networking protocol designed to create private connections to s specific site or server. You have to have it working on both ends, so unless you have such a connection, you have no use for it.

How to setup VPN on iPhone 5
Illustrated below is the comprehensive step-by-step guide to make you aware on how to setup VPN on iPhone 5.

1. Go to the iPhone Settings icon

2. Select General.

3. Now select Network

4. Once you have selected Network, select VPN

5. Select Add VPN Configuration and provide all the relevant details to set up your VPN connection.

6.In this field you will select PPTP. This is the most commonly used VPN in iPhone though L2TP is also used. Setting up L2TP is also same as PPTP except it has got one additional feature requiring a shared key provided by your VPN provider. Add VPN Configuration to go ahead with the further steps of setting up VPN for iPhone 5.

7.In this step, you just need to add your VPN configuration as provided by your VPN provider.

8.In the Description field, you have the choice to select a Name for your VPN Connection. It can be any Name you choose to use like PureVPN.com

9. As for selecting the Server name, it is mandatory to choose the one provided by your VPN service provider. It might look like "connect.purevpn.com" but the actual server name will be different.

10. Like server name, details like Your Account Name and Password will also be provided by your VPN service provider.

11. After filling the previous three fields, you will need to turn your RSA Secure ID to Off.

12. Select your encryption level to Auto and turn "Send All Traffic" to "ON" to move further on VPN configuration for iPhone 5.

13. Now that you have provided configuration details. Save your settings and return to Home menu of your iPhone.

14. Now after pressing Settings, you will find VPN Slider Tab added to your settings just under the Wi-Fi Tab.

15.By turning it to ON. You are ready to browse internet using the protection of VPN using VPN for iPhone 5