If you want to make sure that your location really has changed, and that sites aren't able to determine your original whereabouts, there are a few ways to check.
You can use a site like WhatIsMyIPAddress.com to identify your original IP address, with your VPN switched off, and then connect to a VPN server and refresh the page. If the IP address is different, your VPN is working as it should be, and has masked your original IP address. If both addresses are the same, you might be dealing with a less-than-reliable VPN or a leak.