For god knows how long,
proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for; is one of the line usually included in nginx config snippet for proxying to a unicorn (Rails) backend.
…which is something you should never do unless you have another load balancer in front of the nginx being configured.
That line basically tells nginx to append
$remote_addr to whatever
X-Forwarded-For value currently set. It is only useful when your nginx is behind other load balancer which set up its own (hopefully correctly)
X-Forwarded-For. It should be set explicitly to
$remote_addr for any external-facing proxy. Otherwise fun things will happen.