To add to what others have said,
crusin is really getting at the point here: when lay people say "VPN," they're usually talking about a (typically pay-for) VPN service that diverts their network traffic over a secure connection to another location for any of various purposes, whether enhanced security and privacy from the encrypted traffic, the ability to access resources that attempt to restrict based on IP geolocation, or similar. But there is another, more traditional use for a VPN, which is a way to securely tunnel from one network (say, your home network) to another (say, your work network) over a public network (almost always the Internet). This allows you to securely connect to resources that are otherwise not reachable from the Internet (at my workplace, that includes network drives as well as RDP access to on-premise computers).
What OS X server is doing is basically something similar to the "work VPN" situation except that your home network (or wherever you have your server) would be the destination. If you're in public or elsewhere and want to reach something on your home network that is otherwise only available there (in my case, that's every computer and device on my network except my router since they're NATed--including some network file shares I have on my server), the VPN allows you to do so securely. So, as you can see, it definitely is quite different--your home network is the
destination here (and likely your personal mobile devices are still the clients). All traffic that reaches your VPN server but needs to go back out to the Internet will be just as visible (or not) to your ISP, etc. as if you originated such requests from home without the VPN--its work is already done by the time the traffic from elsewhere gets to your home.
Connecting through your home VPN when you're already at home wouldn't even matter by the time the traffic left your house.
But since you have it set up, here's a potential use case. If you don't have resources at home that you care to access from outside your home (for which you can also use it), one thing you may find it useful for is securely browsing on public WiFi. You could set up the VPN server at home, then turn on the VPN client on your phone/tablet/etc. when, for whatever reason, you find yourself wanting to use public WiFi networks that either don't have a password (risky since everything is sent unencrypted unless you're using something like an HTTPS site that otherwise requires it) or have a shared password (less risky but still crackable). This will likely be a bit slow unless your home ISP has a fast upload speed, but it's likely to be more secure--basically everything would be done on your home network then sent securely back to your mobile device.
