What is the proxy meaning in EntityFramework?

See Working with Proxy Classes in this tutorial: http://www.asp.net/entity-framework/tutorials/advanced-entity-framework-scenarios-for-an-mvc-web-application

A proxy in the ORM world is an automatically generated type that inherits from your domain object type. The proxy represents an instance which has not been populated with data from the database yet, but only knows its own ID. Whenever a property which is mapped to the database is accessed, the proxy subclass will carry out the load from the database, so that the load is transparent to the client code.

Proxies are typically created when you have a relationship property between two entities which is lazily loaded. E.g. when you access the user.Address property, what is really returned is an Address proxy object. Only once you access a property of that object (e.g. user.Address.StreetName) the Address object proper will be loaded.