Mass, as discovered by <PERSON> in his Special Theory of Relativity, is no more than another form of energy. When a proton (or any other object) speeds up, it gains kinetic energy which in turn, according to special relativity, contributes to its mass. This mass of a moving object is called relativistic mass and it increases with the velocity of the object as opposed to its rest mass which is invariant. The relativistic mass of an object is actually defined as its total energy divided by the speed of light in vacuum squared: ${E\over c^2}$ and can also be found for objects with nonzero rest mass using the formula $m_{relative}=\gamma m_{rest}$ where $\gamma$ is the Lorentz factor which is equal to: $\gamma =\frac{1}{\sqrt{1-v^2/c^2}}$ where $v$ is the relative velocity between your reference frame and the object's and $c$ is the speed of light in vacuum. And of course, the change in energy that is expressed in change of the object's mass isn't created from nothing since it takes energy to accelerate an object and thus change its speed.
Now if what you meant is literally an object with nonzero rest mass being created out of energy as in "something created from nothing" so well, it can happen and it does happen but some conditions must be met due to the conservation laws such as the conservation of momentum, energy and charge. The most common example of this is when a pair of massive particles (particles with nonzero rest mass e.g. electrons, protons) is created by a pair of two massless particles (particles with zero rest mass e.g. photons) in a process known as pair production. The heavier the pair of massive particles, more energy is required to create it.
Additionally, there is the process in which massive particles are created from other massive particles. 343
That is, some of the energy of the massive particles is converted into other massive particles. This happens in particle accelerators for example in which two particles are accelerated to extreme speeds (close to the speed of light) and upon collision lose some of their energy (and therefore, their mass) thus forming other massive particles which can be detected by detectors placed in those accelerators.
However, the reverse process, in which energy (massless particles) is created out of mass (massive particles) is much more common and happens constantly in the sun as well as in nuclear bombs where two isotopes of hydrogen form an isotope of helium while releasing a neutron, which are together less massive than the two hydrogens. The leftover mass is hence converted into energy which is in fact the energy that the sun produces (by fusing 620 million tons of hydrogen each second). This process is called nuclear fusion.
The only process which is more efficient in terms of converting mass into energy is called annihilation. It is the process that occurs when a subatomic particle collides with its antiparticle to produce other particles (e.g. an electron colliding with a positron to produce two photons). As with pair production, all the conservation laws must be preserved in the process.
P.S. If you are in middle school then I'm not much older than you (just finished high school) and if you find this stuff interesting then I sincerely encourage you to dive deeper into it and to start learning it when you're a bit older and after you've learned some fundamental physics such as Newtonian mechanics and some electromagnetism (electrostatics should be enough). The subject of Special Relativity really makes you think out of the box and grants you a unique view about some amazing phenomena which exist in our Universe in which the most nontrivial and unintuitive things can happen, without being too complicated (although it may seem intimidating at first). 343