I use a VPN whenever I'm online at home. Is it really necessary? Probably not, but I'd rather err on the side of caution. Occasionally I run across a website that blocks VPNs, bit that's pretty rare (unless you are using Netflix and trying to access it using a VPN).
One thing to consider is how often you will use a VPN. If it is just occasionally, you can usually get satisfactory performance from a free VPN service. If you use it regularly, it's probably worth paying for. Companies usually offer both, and much of the time there is little to no speed penalty for using the free service. However, during periods of heavy traffic they will prioritize paid users and you can see significant slowdown. I'm not sure about the performance of Opera's VPN, so this is just a general observation and not specific to Opera.