A proxy server acts as a gateway between you and the internet. It's an intermediary server separating end users from the websites they browse.
Modern proxy servers do much more than forwarding web requests, all in the name of data security and network performance. Proxy servers act as a firewall and web filter, provide shared network connections, and cache data to speed up common requests.
A proxy server is basically a computer on the internet with its own IP address that your computer knows. When you send a web request, your request goes to the proxy server first. The proxy server then makes your web request on your behalf, collects the response from the web server, and forwards you the web page data so you can see the page in your browser.