Currently anyone can go to inspect-> network and get my rest url and access my data from geoserver, I want to secure my connection (probably by adding proxy server) so that only authenticated persons can get data when they run the url. I have approximately 10000 users.
Knowing your rest-url will not gain them anything unless they also know your administrator password (which is not still
geoserver is it?).
You can use the built in REST Security that GeoServer provides to allow different users different levels of access.