Is this the intended network?
Confirm the venue’s network name when needed. Notice unexpected sign-in pages and do not enter credentials into a page simply because it appeared after joining Wi-Fi.
Is the connection behaving as expected?
Complete a legitimate captive portal first. Check normal HTTPS browsing, then start your own tested VPN profile if appropriate. A tunnel can fail to establish on a network that blocks its transport.
What else protects the account?
Keep device software current, use strong unique passwords and enable suitable account authentication. A VPN cannot stop every phishing attempt or make an unsafe destination trustworthy.