Basically, you're routing your traffic through their servers so you want to know if you can trust them. Anything that goes through a proxy server or VPN server, the owner of that server can see EVERYTHING you're doing. The most popular VPN providers will submit to third-party audits so that we can be (relatively) certain that they don't keep logs of what you download and hand them over to the authorities.

Generally, if it's free, you don't want it. You already know the rule: if it sounds good to be true, it usually is. You're telling me that somebody is spending their own money to run a server? Servers are not cheap. AND they're going to protect me when the police come knocking? All for free??? I smell bullshit.