I have experienced really slow internet speeds while I was connected to a VPN from one of the European countries. Is it because of the country or its just the VPN that slows down my internet connection?
Using a VPN will probably slow down your internet speed, but under some circumstances, it could make it faster.
VPNs have protocol overhead for encapsulation and decapsulation and for encryption and decryption, all of which take time. All things being equal, the VPN connection to the same endpoint will be slower as a result. It may be the case, however, that some device between you and your endpoint is doing traffic-shaping or rate-limiting or some other deliberate effort to downgrade the quality of service you get because it is keying off your origin IP address. In that case, the VPN would make things faster because the middle box device would not apply the same rate-limiting. You see this at an extreme where the VPN is used to bypass blocks put into place at a firewall.