What counts as proof of address is defined by whichever office you're dealing with, and the frustrating truth is that different agencies in the same country accept different lists, so always check the specific office's requirements page rather than assuming. That said, the global hierarchy is consistent. The strongest documents are the signed lease or rental contract and, in countries with formal registration systems, the official registration certificate itself, which then unlocks everything else. Utility bills in your name, electricity, gas, water, internet, are the classic second tier, usually required to be recent, within the last few months. Bank statements and government correspondence showing the address form the third tier.
The newcomer's chicken-and-egg problem is that you need an address to get the documents that prove the address.
On translation: countries generally want documents in their official language, so a foreign-language lease or letter may need a certified translation, while domestic documents obviously don't.