Looking to set up my own proxy—how to make a proxy server step by step? or Can someone explain how to

"New to networking—how to make a proxy server safely and effectively?"

Hey everyone! So I’ve been curious about setting up my own proxy for personal use, but I’m kinda lost on where to start.

I’ve seen tutorials on how to make a proxy server, but a lot of them assume you already know networking stuff (which I don’t lol).

Anyone got a simple, step-by-step guide? Like, what software to use, basic configs, and how to keep it secure?

Also, is it better to run it on a spare PC or a Raspberry Pi? Or maybe a cloud server?

Thanks in advance! 🙏

(PS: If you’ve got tips on avoiding common mistakes, pls share!)