A proxy server is an intermediary between your device and the internet.
A proxy server can sit on your local router, where it increases network efficiency, authenticates users on your network, and enforces content restrictions. These proxies are typically found at Wi-Fi hotspots in hotels or airports. They require no configuration by the user.
A proxy can also be on a remote server, where it helps the user bypass local censorship or restrictions imposed by your local network’s proxy. These proxies need to be configured by the user and help you hide your IP address and encrypt your traffic.