There is the following guide https://osbot.org/forum/topic/115124-explvs-scripting-101/ by explvs which is a pretty good starting point to get the general idea.
If you have some Java experience already you could also just jump straight to the documentation: https://osbot.org/api/
I only just recently started using osbot, but it is very similiar in interface to many of the other bot clients, so if you have some familiarity there then many of the same concepts carry over, but I have found osbot to be pleasently easy to work with.
In regards to proxies: You propably want to make sure to avoid using shared or hosted ones. Other than that the best recommendation is probably also to try and avoid the ones you see pop up most in searches on the forum. I dont have anything concrete to base it on, but using proxies that most people use might not be ideal.
Edit: Oh, and this map, also by explvs is a godsend: https://explv.github.io/ (that dude deserves a medal)