For example, install the CA certificate on your phone (with root if you have Android) and set up a WiFi network that transparently proxies everything through mitmproxy. Let it collect data for a while and you'll be surprised how many random servers even well known apps try to contact. You'll also be able to see what data they're trying to send! With modern TLS pinning that's a little hard, but there are Frida scripts out there for rooted/jailbroken devices that will let you bypass that. Just make sure to remove the cert afterwards and to reboot the device to make sure none of your mods remain in memory where they might affect your device's security.
You don't always need TLS, either. It's also useful as a general proxy for protocols like HTTP, for example to intercept, alter, and repeat requests. This can be very useful if you're running into a bug accessing a backend endpoint from code that doesn't easily allow you to iterate through the request code, like some mobile dev frameworks.