Proxies can be very important when editorial is far away and dailies are being sent via broadband.
If you're dead set on getting a camera, get something cheap and start learning how to use it, putting money in lenses and lights is smart because you will tend to use those for longer than any one camera body. You can also consider renting a camera online and trying it out for a weekend before committing to something.
That being said, I'd hold off on getting a camera entirely. There are plenty of roles on a crew, find some student filmmakers or a 48hr film festival and get your feet wet. Even where I work now, there are over 100 people on crew and only 8 of them go anywhere near a camera, but plenty of people who don't use the cameras have creative input or make other lasting contributions to the show. See what it is most you like about film, you can have a lengthy and lucrative career in film without ever buying a fancier camera than your phone. If your primary interest is in cinematography, spend some of that money on lights, and look up ways of making diy lights and light modifiers. You can even use your iPhone to practice, learn to use your environment and lighting options to make that phone footage look as good as possible, then when you've learned more, you can make a more informed decision about what camera might work for you and your budget.