VPN magic

I recently switched to Opera for personal browsing because I wanted to mess around with their free VPN function. A few moments after I began browsing I got an email from Facebook saying that someone had tried to login on OSX using Opera in Tehran, naturally Facebook was very worried about this but I suspect that it was just my VPN. Yes? Will using a VPN regularly give me lots of these sorts of warnings? Other then the fact that I was browsing Facebook using a VPN at the time that I received the email will I have any way of knowing weather or not 'tis I or a nefarious hacker?

That sounds reasonable! Do you have a way of checking which VPN you are connected to and where it is sourcing the requests from?