It creates a virtual private network (VPN) through strong encryption, which keeps your data secure when communicating within the CyberGhost network. You will receive a new IP, that can’t be used to identify you or to spy on you.
Just like Mystique’s (from the X-men) power, the VPN shapeshifts you in the virtual world. You can still do everything you were doing as before, but the difference is that no one else knows it is you. From the moment you connect to any server, you receive a different identity.