How to Make a Proxy – What’s the Easiest Way to Set One Up? or Can Someone Explain How to Make a Prox

Honestly, if you're a beginner, just use ssh tunneling. It's built into most systems and doesn’t require extra software.

On Windows? Use Putty.
On Mac/Linux? Just run `ssh -D 8080 user@your-server` and configure your browser to use the SOCKS proxy.

Dead simple and works for light browsing.