ISP Warnings for cracked games..

Absolutely use a VPN for torrenting unless you're in a country that just doesn't care. But be aware that not all VPN services are made equally. Some are disgustingly slow, whereas others will give you decent speeds. I'd say have a real good look around and do some research. Personally I'd warn you off nordvpn, as while it has lots of nodes to choose from, I've yet to find one that will let me download at even 10% capacity of my connection.

Also you want to look into the privacy policy of any VPN you get. Some will just give you up if a subpoena comes in for user info.

If you'd like a recommendation, I'd say PIA is pretty decent. I still only get about 50% of my possible speed, but that's a lot better than 10%. They also don't log any user data. If you happen to find a really good one, though, I'd love to hear about it.

As for direct downloads, check the site policies you're downloading from. I believe Mega doesn't track who downloads what, or at least doesn't comply with subpoenas for that kind of data. Other sites will gladly give you up. Again, just to be safe, VPN.