Well, first you should start with your mother's signature, and then move onto your father's. Then teacher's, perhaps falsifying documents or passports after that...
Oh, wait. Not that forging.
To forge something, you must first smelt something. Both are easier if you have magma. Both are still possible without it.
Set up a smelter from the furnace menu, and a wood furnace, too, while you're at it. Queue up a "Make charcoal" job at the wood furnace by ensuring that you have a dwarf with the wood burning labor enabled.
Once the charcoal is created, queue up a melt ______ ore from the smelter by ensuring that you have an available piece of ore, charcoal, and an available dwarf with the furnace operating labor enabled. You will then have a bar of some metal.
Once you have a bar of some metal, you can proceed to building a forge, metalsmith's or magma, from the workshop menu, which requires an anvil and a dwarf with any metalsmithing labor enabled. Once you have the forge set up, you will require another piece of charcoal to make something out of that metal. Either craft, weapon, armor, furniture. Some items require more than one metal bar. All furniture except buckets, and some armor pieces requires more than one bar.
If you have magma, you will not require fuel for anything except steel making. This is why it is a favorite among DF players. Just be sure that there is at least 4/7 magma below one of the 8 boundary tiles for the forge and smelter. You will need to place them over an open space, so you will have to channel out the floor.
So that's a basic tutorial on how to forge stuff. Look at the wiki if you have further questions about what sort of things you can make, what ores there are, and other stuff like that. Or just try experimenting at the smelter and forge.