Hi, I am surprised no one guided you till now. Which Kodi version are you using? The thing is, Kodi devices have a skeptical reputation throughout the world where people use it to access multiple channels and shows, yet it is banned in some countries. Major countries like the UK are observing a heavy penalty and jail time on anyone found using or selling a Kodi box.
This is sole because of the illegal third-party addons that premier pirated content. Due to this multiple media organizations joined hands in prohibiting the use of it. This is the sole reason you should use a Kodi VPN. I can refer you this credible source 5 Best VPN for Kodi in 2018 – Cut The Cord Anonymously if you are looking to buy one. But mark my words do not opt for free VPNs as they are not safe. They will snatch your information from right under your nose without you knowing.
Having a VPN will mask your IP address while you stream Kodi and your ISP provider will not find out your real activities.
Having a VPN for Kodi absolutely is not necessary, but since you'll be connecting to online content through it, it's not a bad idea to invest in one. If you're using a Windows machine, in particular, having your Kodi build behind one is very easy.