I accidentally installed Private Internet Access application by clicking and opening the zipped file from their website. It is listed in my applications but I cannot delete it using terminal because I cannot find it listed. I have since installed my VPN the correct way but the earlier, wrong install that I did still causes a message to pop up in the right hand top corner saying it is connecting/disconnecting.Any way I can stop this?
I depends on how it was installed. If it was a browser extension then you can uninstall it from your browser settings. If it installed through the "software center" then run the software center and click "Installed". The down pointing arrow next to installed will show the sources to make it easier to find. Once you have found the package you can uninstall it.
Also check for unwanted VPN connections by running 'system settings' and clicking 'network'.