What are Trusted Proxy Headers and how do we use them?

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I’m having some issues with WPBruiser and Woocommerce forms.

I recently noticed the Trusted Proxy Headers with the following info

WPBruiser has detected that your web site is behind a web proxy server!
If XXX.XXX.XXX.XXX is your current IP Address – check by clicking here: What’sMyIP – no additional action is required!

My real IP address is the one that appears there, but should i do anything with
HTTP_X_REAL_IP
HTTP_X_FORWARDED_FOR
HTTP_CF_CONNECTING_IP

Thanks in advance