A VN is short for Virtual Novel. It's what it sounds like, essentially an ebook that focuses that tells a story through character interactions, and through the main character's thoughts. You have control over Okabe's phone through the story, which permits you to answer/respond to calls and texts, as well as decide whether or not to use the Phonewave(real name tba), and depending on your actions, you can change the ending.

You can find multiple places to purchase the one for Stein's Gate, such as Amazon. Steins;Gate tends to run around 40 usd.

I was unsure of VNs when I first started, Steins;Gate was my first one. With it being my first one, I was also unsure whether or not it was worth $40. It was a little strange at first, but I got into it really quickly. The additional story, the expanded character/plot development, and the alternate endings certainly proved the VN's worth to me. The VN is about 30 hours of material, so you can get your money's worth out of it. Also, if you are looking for closure, the VN definitely delivers. A lot of people comment how they have an extreme hollow feeling after completing the series, and even the EVA and the movie still don't help with this feeling, but the VN does.

Here's the link to the one I bought: http://www.amazon.com/gp/product/B00K886062?keywords=steins%20gate%20vn&qid=1449973914&ref_=sr_1_1&sr=8-1 It's definitely not going on Steam anytime soon, so.