Not only are there benefits to using proxy servers, they can cause the following problems:
1. When using an unencrypted connection, the proxy server can change the response you receive in both good and bad ways. For example, an infected or malicious proxy server can be used to load malware into your browser or redirect you to a phishing site.
2.Proxies can change the requests you make to websites or services on the Internet to produce results that match the intentions of others.
3.The proxy server monitors and records your activity. As a result, it stores a lot of information about you that can be identified later.
4.Depending on how it is configured, a proxy server can serve unencrypted data that was previously provided by the web site or service you are using. It exposes you to network sniffing and allows others to monitor what you are doing on the Internet.