OK, so, I have a couple of questions:

• What's the worst that can happen if I don't use a VPN while pirating?
• Are free tier VPNs (like Proton VPN) good enough?
• I don't want to pay much or anything for a VPN, is a way I can get a good free one, or set one myself somehow (I have experience with selfhosting) ?
• If not, which cheap one do you recommend?

EDIT: I pirate mostly movies, and rarely some TV series.