I would suggest rather creating your own REST API, mostly to learn how it works, and how your app would communicate with it, period. And within that server side code, you can embed input validation, custom logic specific for your use case(s). On any valid data, you can send it along to a Kafka producer.
That way, you will be able to understand all the pieces of the architecture from a high level, and customize the Kafka events outside of the client payload, if needed.
If you're not satisfied with that, you'll need to be more specific about the issues you're having following the installation instructions for the REST Proxy, because I'm sure if you have problems, it might be good feedback for Confluent to try and accommodate and fix the documentation.
Leaning how to use OkHttp, Volley, or other Java HTTP libraries on Android is completely at the other end of this pipeline, and maybe will take a few more days/weeks of learning how to use them
Another option that is presented is to use MQTT/AMQP/JMS rather than REST, and a Kafka connector, but that's assuming you already have that infrastructure in place, I suppose