What's the real difference between proxy and VPN? Which one should I use? or Can someone explain the

Proxies = quick IP swap, no extra security.
VPNs = IP swap + full encryption.

For basic stuff like streaming, a proxy could work (try Smartproxy). But if you’re downloading or care about privacy, get a VPN like ExpressVPN.

Also, proxies fail more often with geo-blocks. VPNs usually bypass them better.