If you want a forum, you can get a free one. Some free hosts actually set up forum systems for you, but it's better (especially for the learning experience) to make your own. You could try Drupal, too, which is useful for more than just a forum, but Drupal's a little more advanced and needs a lot of skinning/theming and extra modules and code to get it working the way you want.
To break it down, you have easy forum systems like vBulletin and PHPBB. These are fine for most sites, but they suck for professional uses, because they don't tie into the site itself.
Then, you have free hosts like IPBFree, which limit you to a forum but do the basic setup for you. These, as a rule, should be avoided, both as a forum user and as a forum owner, because the host has complete control over your data, and in most cases, you can't backup the files or the database. If the host disappears, you're back to square one.
Finally, you have CMS or content management systems, which are more or less just forum software covering all aspects of a site design. You simply use a CMS as the framework for your site and build around it. These systems are great for people who like to get their custom site built as soon as possible, but again, most CMS are limited to specific site types. Wordpress is primarily for blogs, while CuteNews is an extremely basic news system. If you want to cover all bases, you can use Joomla or Drupal, but be prepared for a steep learning curve.
You could also go the route of making everything from scratch. This takes a long time and requires planning ahead and making sure you know what you're doing. Custom coding a site can be a great learning exercise but is rarely practical. If all you want is a small personal site with art or a blog, try Wordpress. If you want to move on to more advanced stuff afterward, try Drupal.