No free service is truly 'free', they are restricted in some way or you have to give something up.
They typically have one or all the following issues:
Ad Supported.
Speed (slow)
Heavily restrictive data limit (ie. 500mb)
They run of Peer to Peer which means other people are using your internet to brows anonymously. (Bad, ie. Hola)
Latency (slow)
If your serious about using a VPN just buy one that fits your needs, you can get full featured services from £40 a year. Tor Guard, PIA, Tunnel Bear to name a few. Just read the small print carefully as to what is and inst allowed on their network.