I just wanted one of my friends to join my single player world using with 'Open to LAN' feature. But he doesn't live near my area so he couldn't play! Why can't I get anyone to join my world easily!? I need this radmin vpn and stuff just for my friend to join my world? Like "duh"... This feature is too complicated to use why can't mojang make it easier for other players to join single player world. I mean they can make a feature where we can add friends and invite them to our world? In my opinion this kind of feature should exist...
You can set up a server easily using a hosting service if you're willing to spend a bit of money. There are free hosting providers, but they may have problems. Or you can try hosting a minecraft server from your computer. That will require setting up some things and sharing your IP address with your friend.
Or you can use minecraft realms as the other guy suggested.
To be honest, that would be a great idea for mojang to make an option to play with other players peer to peer, then the only thing they would have to provide is a server where they store peers id so players could recognize others.