What is illegal with VPN?

Good day, I have a question regarding the legality of VPN usage. Can you clarify what activities are considered illegal when using a VPN? Are there specific countries or regions where VPN usage is restricted or outright banned? I'm also curious about any potential legal consequences one might face for using a VPN to bypass geographical restrictions or access content that's otherwise blocked in their location. Additionally, I'd like to know if using a VPN for personal privacy and security purposes is generally considered legal. Thank you for your insights.