Answer:
In simple words,The first proxy war began with both the Iran-Iraq conflict (1980-1988), when Saudi Arabia began to support Iraq in order to assist in their development. When the Americans attacked Iraq and deposed Saddam Hussein in 2003, Iraq remained the site of yet another proxy conflict between the two countries.
This war initiated the building of informal forces by the countries of middle east such as ISIS etc. which further led to the conditions that we evidence today.