Simple Definition:

A proxy is a computer server that acts as an intermediary [a go-between] between a user and the internet. It masks [hides] the user’s IP address and sends their requests to the destination website on their behalf.

For example, if a user in China wants to access a website that is blocked in their country, they can use a proxy server located in another country to access the website.

Very Simple Definition:

A proxy is a middleman between your computer and the internet. It helps you access websites that are not available in your country, or hide your identity from the websites you are visiting. For example, you can use a proxy to watch videos from other countries.