Some older Nokia phones, those running Series 40, use a web browser called Xpress Browser. This browser was previously known as Nokia Browser. It’s just been discovered that Nokia decrypts all HTTPS traffic and passes it through their proxy servers. They do this to increase data performance, and they “promise” they don’t store any data.
But it’s still a little disturbing that they do this. HTTPS web traffic is commonly assumed to be encrypted and safe. And it’s probably OK to trust Nokia since they made the phone and its browser anyway. But the fact that they kept how it works a secret is a little unsettling.
Detailed information can be found here and here.
Any if you’re confused by all of the above, it just means that on some older Nokia phones, all web pages go through Nokia’s servers, even “secure” pages. In theory they could one day read or store these pages and you wouldn’t know. If you’re not comfortable with this change phones.