SSH (Secure Shell), is effectively a command-line tool to securely encryptedly access remote computers or servers. It is amazingly good.
I normally use Putty to create a SSH Tunnel on Windows. Because I am not so hardcore and do like a command-line interface to keep things simple. There are configuration steps available on Google. Not difficult to find.
I tried doing the same on my Macbook, but realised that Putty is not for Mac. Turns out just one darn command will do effectively the same trick.
ssh -D 8080 -f -C -q -N firstname.lastname@example.org
So why SSH Tunneling? It creates a secure encrypted tunnel connection over which your network or internet traffic is sent. So if you are at a public internet service, and you wish to load higher risk websites or apps like banking sites, it might be good to do it via a secure tunnel, like a VPN, in this case the SSH tunnel. This prevents criminals from eavesdropping on your insecure free public wifi.
Additionally, your traffic also appears to be coming from the end server. Meaning, if you SSH tunnel to a US server, the website thinks you are in US. You can access content like Hulu, Netflix, etc.
Admittedly this is not for the faint hearted, but it might just come in useful someday. Like if you are stuck in China without Facebook or Twitter or Google. Or you are in some Middle East country. You never know.