Can someone explain what is a proxy setting and why it matters? or What is a proxy setting and how do

Thanks so much for all the replies, guys! Super helpful to finally get what is a proxy setting and why it’s a thing.

I tried KProxy like one of you suggested, and it actually worked to access a site my school blocked (lol). Still kinda confused about the security side though—are all proxies safe, or just some?

Anyway, appreciate the patience with my noob questions! 😅