Tails is an operating system, not a program.
It’s a linux distro focused on preserving your anonimity, for example utilizing Tor for browsing.
My personal opinion: if you really really need anonimity, then yes, it’s pretty serious, but if you are not an hacktivist or living under a dictatorship, I think it’s overkill: just use a VPN if you are concerned about your privacy.
