This term must have been heard by many of us in our college where it means impersonating(a fake person acts as if he is the real one). In computing terms, a forward proxy is the another system which impersonates you on a network or on the internet. This system can be a server or simply a system based on the network requirements. A forward proxy server can fullfil the task of VPN but a VPN can extend your anonymity to the next level.