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

For a personal proxy, I’d avoid overcomplicating it. TinyProxy is lightweight and great for beginners.

Run it on a spare PC or Raspberry Pi—no need for cloud unless you really need external access.

Security tips:
- Change default ports
- Use strong passwords
- Restrict access to your IP only

Here’s how to make a proxy server with TinyProxy: [link].