VPN and Wifi
Short answer: Completely normal - in fact one is more likely to want to have VPN turned on when connected to "public" wifi. In general when you are connected to a VPN the outside world will be told that your IP address is the IP address of the VPN server - so your real IP address is hidden from everyone except the VPN provider.
VPN works in addition to whatever network connection you have (wifi,ethernet,usb,hotspot,...) by creating an encrypted "tunnel" between your device and the VPN server. All your data that is sent through that tunnel cannot be read by any device on the networks that the tunnel traverses. So it's a good safety precaution in many circumstances. But what you need to be aware of is the provenance of the VPN provider because their server sees the decrypted data as part of transferring it to and from the real destinations. However.... any connection you are making via https or ssl creates its own encryption between you and the real end point server (eg. with internet banking) - so the VPN server can see that you're connecting to your bank but they can't read any of the messages between your device and the bank. ie. multiple layers of encryption.