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Android Firewall?

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That's an Android version of a firewall. Keeps your browsing private.
I recently saw an Android Phone used as a hotspot. You might need a firewall for that but how often does that really happen?
 
Getting back to the OP's original question about a firewall, that all depends on what you mean by 'need'. A good firewall app will allow you control which apps can and cannot get access to the Internet. You can individually select which apps get WiFi and/or mobile data connectivity. So for example, if you encounter something like a flashlight app you like because of some unique features, but its permissions require access to your camera, contacts, location, microphone, storage, etc. (why would any flashlight app require such permissions unless there's a privacy/security issue involved?), you can use your firewall app to block that flashlight app from any online access. You can also use a firewall app to allow certain apps to use WiFi only but not mobile data.
So 'need' is the issue. If you want more control over your apps and the data they transfer online than yes. But it it's not a magic fix, you do need to invest some time to set it up the way you want. So it might not be something you want to bother with.

As a side note, there are differences in how firewall apps work on rooted and un-rooted devices. With a rooted device, a firewall app has access to something called, "iptables". It's an integral function to the Linux kernel itself and quite extensive. With un-rooted devices, the more common situation, since iptables is a system level service, firewall apps don't have any direct access to it. In that case, firewall apps have to rely on a very clever workaround, a localized VPN (not this is NOT a typical VPN service that you need to subscribe to and needs online servers to function, this is a local-only VPN service that only loops itself back to your mobile device). So with a rooted device, the firewall has control over installed apps (yours) plus more things like system-level services, with an un-rooted device it's just installed apps but not so much as far as those system-level apps/services.

Just some suggestions:
If you're rooted, I highly recommend you look at AFWall+, it has a really good feature set.
https://play.google.com/store/apps/details?id=dev.ukanth.ufirewall
If you're not rooted, take a look at NetGuard or Mobiwol, both function similarly but there a subtle differences in their user interfaces.
https://play.google.com/store/apps/details?id=eu.faircode.netguard
https://play.google.com/store/apps/details?id=com.netspark.firewall
NoRoot Firewall gets recommended a lot, but note that it hasn't been updated since 2014.
 
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I think I'll stay w/ OpenVPN. Btw even though my home WiFi is password protected, should I still use the VPN or just use it in public places w/ Open WiFi?
 
Don't make the common mistake that any VPN is a security measure. That's redefining it's purpose with a false narrative. VPN's are a privacy issue. They're not doing content filtering nor are they doing anything similar to a firewall. A VPN just establishes a secure tunnel for your online connectivity to work through. You connect to a remote server, usually out of state or country, and that's about it. It's so your online actions are going through a different IP address. If there's something tracking involved, its initial link will be to that IP address, not necessarily the one you're actually connected to. That's a privacy issue, as for security matters you still need to be very defensive about. Doing risky things through a VPN doesn't protect you on your end, all it does is mask the IP address.
Going back to the flashlight app example, if the app is data mining your phone and sending that data to some anonymous server in China, whether it gets there through your actual IP address or some mystery servers' IP address may or may not be relevant. Something like your user name and password for your banking account or some organizational activity will be relevant though, and the IP address isn't a factor.
 
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