Starting a forum is just like starting any other venture that you want to succeed.
You begin by identifying a need that isn't being satisfied by other means. It could be an untapped niche, a way of supporting a new service or product, or even a new perspective on an old topic.
Next, you have to identify your audience. That means doing market research to determine if an audience for your forum really exists, how big that audience is currently, and how big it could grow. Set some goals for measuring success, based on what you find out. This is not a task for dreamers. Ignoring reality here will bring disappointment later.
Build a plan for your forum. Ensure the content structure is geared to your intended audience(s) and has room to grow. The key is general to specific. Plan to start with a few general sections initially, with a good understanding of how each of them can be broken down into more specific topic areas as the content grows.
Finally, build the forum, doing whatever SEO and marketing things you want to get it known.
Don't start off by link dropping on forums, Google's very good at determining the difference between intentional link dropping and people who are active participants sharing links because they are helpful to others.