You should use Hotspot Shield when you:
- use public Wi-Fi hotspots. It is surprisingly easy to retrieve your personal information or have someone spy on you from another computer in the same Wi-Fi hotspot unless all your traffic is encrypted with Hotspot Shield.
- want your privacy protected online (which may be all the time).
- want access to any blocked online content (Netflix, Hulu, BBC, Facebook, YouTube, Twitter etc.).
If you have your Hotspot Shield VPN set to "Always On", you will never have to worry about any of the above because you will always be protected.