The Onion Router was originally developed by the Office of Naval Research and DARPA to provide protection for online intelligence. TOR aims to prevent traffic analysis and eavesdropping to keep messages from being read and to anonymize the users identity.
Most people are familiar with TOR through the popular dark web drug marketplace called Silk Road. Indeed, even the FBI recognizes that TOR has 'legitimate uses' . TOR is under attack from the NSA through various means. More than likely, using it puts you on a list located somewhere in NSA databases.
TOR gets a bad wrap for the criminal elements that use it. The TOR Projects maintains that it's use is crucial for whistleblowers, journalists, avoiding identify theft and many other privacy uses.
Setting up the TOR suite will require some time, learning and testing. There are many articles and videos on how to best setup and use TOR.