Being proactive is a very good skill to have, and one that many employers explicitly list on job descriptions.
The main part is being autonomous and working on things without waiting for someone else to ask you. It means that you are more productive, as you will not stop working if there is no oversight, and also you will be purposeful and able to add value to the tasks and projects you work on by analysing and proposing goals, methods, and courses of action.
It is often defined in opposition to being reactive, meaning you do not need feedback or input to start or keep working. But being proactive instead of reactive also means stopping reacting when these inputs exist.
Some people think that proactivity is just a buzzword that means working more and doing more even when your assigned tasks or projects are done. But being purposeful means necessarily you are not following anyone’s instructions or requests mindlessly.
Never underestimate how much value brings to the table being opinionated and purposeful, and how much it is appreciated in a professional setting.