I assume you mean you want to start your own website/forum?
Have you registered the domain? Do you have a plan for hosting? Do you have funds to pay for monthly hosting? Do you know any OS? (Most web servers are *nix based...) Do you know SQL? Have you decided what forum software you plan on running? Have you bought the software? Do you have time to devote to it? (I put in 15-20hrs here a week, a small website wouldn't need as much time) Do you feel confident to deal with hackers? Are you ready and willing to help people, no matter how many times they ask the same question? Are you ready to jump in and have to deal with petty arguments between your members? Are you ready to tick some people off? (You're going to, no matter what) Most of all, in the event there's an issue, are you ready for dozens of phone calls, text messages, emails, exc asking you when the site will be back up?
I'm not trying to sway you away from it. I'm just giving you the ugly side of things you have to deal with. As the site grows, the more complex it will become, and so will your involvement. It's nothing like the TV commercials you might have seen about making a website. (Build a website in minutes) I enjoy what I do here, but I certainly put a lot of work into it. (Way more than I expected)