A proxy is a server that acts as an intermediary [a person or thing that acts between two parties to help them communicate or work together] between a user and the internet. The proxy server receives requests from the user and forwards them to the internet, allowing the user to access websites or services indirectly. For example, if a user wants to access a website, they send the request to the proxy server, and the proxy server retrieves the website on behalf of the user and sends it back to them.
Very Simple Definition:
A proxy is like a middleman between you and the internet. It helps you access websites or services without directly connecting to them. For example, if you want to see a website, the proxy server will get it for you and show it to you.