Knowledge about the proxy servers and what courses to be done for that?

Hi,everyone,This John Marcus,and here i have one problem that i am not getting from where i have to start the proxy server study coz i wanna study the proxy server with basics as i didnt know any thing about that…so plz i request from you all guys that pls.explain me in detail about the proxy server.And also what courses are necessary to study the proxy server?reply me as early as possible….pls…help me…