Do you use any control panel on this VPS? What type of security you are looking for? The most basic step is to get a firewall installed to filter your inbound and outbound connections. Take a look at CSF or APF firewalls.
Server Management - Attacker.NET
Linux & Windows Server Management | Security Services | Outsourced support | High Availability
Certified Information Security Professionals.
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If it's managed then ask your upstream provider to secure it they will do it. If it isn't and if you don't know to much about managing a server and the command line then I highly suggest you to start taking courses and tutorials online on how to manage your server or hire a sys admin or server management company but it's pretty simple to take care of a server as long as you know how to read and use google.