Some info on the idea of 'proxies':
Proxies are entities or people who are under the influence or control of Slender Man (or the same force that influences Slender Man), and act based on its wants/needs- hence, Proxies serve as an in-between- a proxy- for Slender Man.
It is suspected that Proxies do the actual, physical work for Slender Man, such as creating and manipulating objects, destroying and leaving evidence, creating videos and
responding on Twitter, and influencing victims as needed.
Proxies most likely got their start from early Slenderman works' usage of mental influence of Slenderman. Early creepypasta indicated that Slenderman was able to telepathically communicate or influence his victims or those he wished to do his bidding. The most common early evidence for this was the usage of telepathic communication to speak to children who he would lead outdoors and then into the forest. He also used the telepathy to control his victims without their knowing and bring them into his domain. Several stories in particular focus on the strength and usage of this power. The idea behind proxies may be derived from the idea that he could not only influence his victims,
but also influence individuals to do as he wishes to get to his victims.
http://theslenderman.wikia.com/wiki/Proxy
It's pretty much everything the girls were going on about.
The whole Slenderman mythos is actually incredibly creative and multi-media, a bit like HP Lovecraft's comparatively stodgy Cthulhu mythos (this was MY fandom, I adore that stuff) .,,but on amphetamines.
I have real trouble seeing 12 yo's not -knowing- this isn't real.
But I have no trouble seeing that they might not want to know, or acknowledge, that it's fiction.
I can also see it as a terrible area of the net for kids with mental issues to hang out in.