Normally your phone is directly communicating with the webserver. In order to response to the phone’s request, the webserver simply needs to know your IP adress. Otherwise, without knowing your unique IP adress, the webpage could not be served to you.
Anonymous Proxy Servers act in the middle. Your phone requests the webpage from the proxy server. The proxy server requests the webpage from the webserver. Therefore, the webserver only knows the IP adress of the proxy but not your real IP adress. The webserver sends its response to the proxy and finally the proxy forwards this response to you.
You have to keep in mind that webpages will be served slower because of this 2nd line of communication. However, it’s much more secure and of course anonymous!
Now you can escape the spying of Google, Amazon, Facebook and the NSA and keep your privacy 🙂