Nord VPN is a luxury. It’s expensive but it’s by far the best.
Mullvad VPN is a great and simple, very privacy focused VPN. Prices range from cheap to fair, and they all give you the same features, just for a differing amount of time.
Torrenting is a decentralized way to download files. Instead of downloading a file directly from a server, it's downloaded from other's computers with the same files. A common misconception is that torrenting itself is illegal, which it's not. It's just another way of downloading things and is usually faster when dealing with large files. Although, what most people use it for is piracy, which is where it gets it's reputation. A VPN is necessary because, in the case of our abandonware, you are technically committing piracy, and while torrenting, your ISP (Internet Service Provider) can see everything. While our beliefs of these games being abandonware (not able to purchase realistically anymore) make this more or less justified, your ISP only sees what you're doing at face value. Better to be safe than sorry.
If this sounds kind of scary, if you choose to direct-download (download through your browser, not through a torrent client), you don't have to worry about this.
DO NOT use free VPN's when torrenting, they all sell your data in some way, so use at your own risk. Most don't usually support peer-to-peer connections anyway.