You can make a simple forge with any kind of air-blowing mechanism, a barrel, some metal pipes, some mesh and a brake disc.
Cut a hole in the top of the barrel, place brake disc in top. Put some mesh at the bottom of the brake disc to stop charcoal from falling through. Get blower and attach it to pipes, with the other end attached to bottom of brake disc (obviously have the blower off to the side with a right angle bend, not directly below where charcoal/coke can drop down. Weld it all nicely together, and you have a forge. Just use coke or some other high carbon fuel which burns well. And don't inhale too much of it; might be a good idea to have some way of extracting the air above.
Anvils can be constructed from any bit of railroad track, attached to a heavy wooden base for one example. You can also buy small anvils on the cheap, and larger ones for a bit more.
As to the OP, I did forging and metal work for a time. I prefer the welding and cutting side of things, though forging can be very fun. Made a helmet with rivets and 4 forged sheets of 18 gauge steel (iirc). It wasn't great, and it needs all the leather stuff to be a proper fit but it's fun to make anyway. Riveted the pieces together. Also tried hammering much thicker steel, 4mm iirc which is basically between 8 and 9 gauge, and is actually much nicer to work with because it doesn't tear (some times, when you hammer 1-2mm steel too much you make breaches, cos it's hard to tell how far you've got left with a given bit of metal), and each hammer strike makes a much more gradual difference, which makes the work slower and 'finer' (so you can get better curves basically.) 4mm is also a lot easier to weld of course.
