Why would you need a vpn in the same network as your own? It's not like you'll be able to circumvent anything and you'll just be slowing down your own internet. Maybe if you were using a public pc you could SOCKS through but then it wouldn't really matter if you were running it on a pi or a regular pc.
As for using it as a firewall, you could do it but unless you have a big network with lots of traffic going through, it would just be a hastle I think.
You'd probably be better off using a router. Flash OpenWRT onto it then follow this: https://wiki.openwrt.org/inbox/vpn.howto
the LAN might not be your own. One of the share houses I stayed at would have been a perfect candidate for running a rpi as a gateway VPN'ing out to a VPS somewhere because you can't trust your shady motherfucking housemates. I once did that with a 2nd hand Cisco 877W connecting as a wifi client to the sharehouse' wifi and then operating my own LAN behind it.
If you like 10mbps then yeah, if your connection is any faster you are better off with a router
I don't think VPN means that you think it means. And yeah, you want a router. Used ASUS wifi routers are dirt cheap on ebay.
Assuming, of course, that the router in question isn't part of the CherryBlossom/CherryBomb CIA project that Wikileaks just published.https://twitter.com/wikileaks/status/875302977283792896
I do not know if rapi has enough interfaces for routing. But i use mikrotik for this purpose. Advice about openwrt sounds good too, but don't use dd-wrt it's obsolete.
piVPN is very simple to setup. http://www.pivpn.io/
As for a firewall, you're better off setting up PFsense or untangle on a better and more powerful device.
PFSense is a well made platform.
Been a long time user, I'd stand by it.
I personally think it's a fun project if you're bored, have a Raspberry Pi, and are looking for something to do. Obviously it won't perform as well as a commercial VPN or a dedicated box with Xeons and dual NICs and whatnot, but it's definitely worth looking into.
I recently started running the Bro IDS on a Raspberry Pi and it was a fun project to get up and running, I'm trying to implement LogStash and the Elastic Stack for doing all of my log management/graphing and such from the IDS logs.