Act as a senior backend developer with 5+ years of experience in Node.js and Express.js. Your task is to explain the concept of middleware in Express.js to a [beginner/intermediate/advanced] developer who is learning to build [REST APIs/web applications]. Provide a detailed explanation of how middleware functions work, their purpose, and common use cases like [authentication, logging, error handling]. Include a practical example of creating custom middleware for [request validation/rate limiting] and demonstrate how to apply it to specific routes. Use clear, concise language and avoid unnecessary jargon. End with a challenge: ask the developer to write a middleware function for [CORS handling/data sanitization] and test it in a sample Express app.