Ok, so I'm going to teach you how to make your first forge and get started blacksmithing. First, I need to say one thing about safety. Safety is paramount in all things, but especially when the work you are doing involves a heavy hammer, fire and superheated metal. So glasses, gloves, a fire extinguisher, and an apron are all good ideas.
So why forge? Well you get to make your own stuff, how you want it, and its fun. Plus, it really is a great stress reliever, I mean you're pounding on metal for God's sake, what an outlet for pent up frustration.
The first step is to get a container for the fire. The best way to quickly do that is to buy a charcoal grill from Wal-Mart and convert it into a forge. Your average charcoal grill will most likely not stand up to the heat that will be generated by a forge for long, so you'll need to take a trip to Lowe's (I'm not sure if Home Depot has this stuff too).
Lowe's has a product called furnace cement that is used to, you guessed it, cement furnaces. As such, it's rated at about 2500 degrees, and can easily withstand the type of heat we will be generating. Now depending upon your air source choices, you may want to bore a hole in the center of the bottom portion of the forge now, to put a pipe into for air introduction. This way you won't have to bore through furnace cement too. I circumvented this by simply using a hand bellows, but you could rig an old hair dryer fan to a lenght of pipe that empties into the bowl of the forge.
IMPORTANT NOTE:::: NEVER EVER EVER USE GALVANIZED METAL TO CONSTRUCT OR TO SHAPE IN YOUR FORGE!!! Galvanized metal has a chemical coating that lets noxious and potentially fatal fumes off when burned. Use only black pipe.
You'll want to put a thin layer of the furnace cement onto the top and bottom of the forge and then wait for it to cure before adding the next coat. Some of you are thinking, "why don't I just dump the whole thing in there until I get my desired thickness?" Well I'll tell you, smarty pants. The part of the furnace cement that is exosed to air will harden, and perhaps about a tenth of an inch below, anything below that will retain a semi-liquid state. Since you'll be placing a rather hot fire directly on top of this situation, I'll let you guess what happens to a superheated semi-liquid trapped below a thin layer of solid matter. Does the word 'volcano' mean anything? Ever take the cap off your radiator after you drove your car around for an hour? That's why.
After you've put your several coats on and they've cured, you are ready to start forging. But wait, you need a hammer. No problem, Lowes carries a 3lb blacksmiths hammer. As for an anvil, here's a word of advice. There are generally two types of anvil, cast iron and stainless steel. Stainless is SUPER expensive and you are likely to only find them at old farm estate sales for a decent price, everywhere else and it ain't cheap. Cast iron is cheaper but doesn't last as long. Still it will get you through until you can get a stainless anvil.
Lastly, the fuel. Charcoal is pretty easy to come by, right? Throw a little Kingsford on the forge and fire it up. WRONG! Here's why. That type of charcoal is really a dust like material that's been compacted into briquettes. There is heat, but the density of the material isn't enough to keep a high temperature sustainable BTU output....in laymens terms, it doesn't get hot enough. You need wood charcoal. Lowe's to the rescue again. A 3 or so pound bag is like $5.00.
Now you are ready to forge. Be aforewarned, you will not make anything resembling what you wanted to make your first few times. This is not something you will start in the morning and by mid afternoon have Excalibur. A good project will probably take a week or so with this forge, and that's after about a month of really getting it down. But when you get there, man, what a feeling. Not to mention, your arms get really big, and the ladies love it.