By default most computers are setup to use their ISP's DNS servers by default. This means that you are relying on the speed and reliability of those servers for every website lookup that you perform. Most website page loads include 5 or more DNS lookups, so you're using DNS heavily. Using an alternative set of DNS servers can give you a noticeable speed bump and also allow you to reach sites that may be blocked or filtered by your ISP's DNS.
Here are some recommendations for alternative DNS servers. If you're using the VPN then you should choose DNS servers located closest to the VPN server location that you're connected to.