[Bill Harsey]

Thanks all for the interest shown in this, especially Wet Dog for getting this started.

Don't be afraid of anything when it comes to hot forming steel. The main thing is to get the steel warm enough to form under the hammer or shape it however needed.

The first thing I'd probably do (and how I did it) was to start collecting hammers of various weights and shapes from places like garage sales and second hand shops. Then find a chunk of steel to hit stuff on. This doesn't need to be an anvil proper, just a heavy flat chunk of steel that doesn't wobble when the work is placed and struck on it.
Go Devil gets it.
The next thing one needs is a fire to get stuff warm in. My very first forge was pretty simple and I used store bought charcoal grilling briquets in it. Don't laugh, it worked.

Edited to add: my background in working steel started by welding and fabricating for a logging side (at age 15) then blacksmithing and forging wood working tools that turned into knifemaking. I'd run just over two ton of welding rod for the logging side by the time I was done and that gave me some important clues about working with various alloys of steels. In other words some nearly catastrophic screw-ups made me start asking some important questions.