Is incognito mode the same as a VPN?
No, they are completely different things. Incognito only stops your browser from saving history and cookies locally. Your ISP, employer, and the websites themselves still see your traffic. A VPN encrypts your connection and hides your IP address; incognito does neither.
Your browser's incognito or private mode does exactly one thing: after you close the window, the history, cookies, and form data from that session are wiped locally. Useful on a shared computer, but that is where it ends. Your internet provider still sees every site you visit, your employer or school sees it on their network, and websites still see your real IP address and location.
A VPN operates on a different level: it encrypts all traffic leaving your device and replaces your IP address with the server's. That protects you from network snoops and hides your location, regardless of which browser or app you use.
The combination is perfectly fine: incognito against local traces, the VPN for everything beyond. Just do not confuse them; anyone who believes incognito makes them anonymous is in for a surprise.