The way I'm looking at this project, won't it be illegal in some countries to visit the site, I just want to know if I need to use VPN just to protect myself from any possible legal issue
You should use a VPN everytime you log your computer on. Why would anyone want to be tracked online and kill the little privacy we have left. I don't do nothing illegal but always use VP because I don't like the fact ISP's know everything I may or may not do online.