Check the sidebar of this community. Should have info on how to start.

Don’t have to have a VPN. Just don’t download new stuff. Material over 5 years old is safe enough. One exception is the occasional artist who has gone copyright extremist, and wants their entire catalog monitored for piracy.

If you are caught, you’ll get a warning from your ISP. It’s largely toothless. After the 3rd warning, they’ll disconnect you from the Internet until you’ve clicked acknowledgment to a scary warning screen that piracy is very naughty and you could be in Big BIG Trouble if you keep doing it.