I'll explain it in layman's terms...

• There is always a price (inconvenience) for secure-ness in online world.
• There's 2 option to host a forum,
  1. You can use service like forum hoster or rent a VPS (so you can setup your own server although not self-hosting).
  2. Self-host yourself (this one a bit tricky if you aren't prepared).
• Learn some good basic OpSec habit (eg. Never use same password, Never put your personal detail in your active directory especially on your site source document, use 2FA and so on).
• Learn to spot a phising or malicious link and never to randomly click random link in an email (in times when someone tried to social engineering you).
• Use reputable service provider if you are not going to self-host yourself.
• If you happen to self-host, make sure to check your open ports and secure them. Bots always probing any site in the world!
• For some reason if you're going to run sketchy stuff, never use your real credential. This point may not apply on your region as it depends on your local law.

try !privacy@lemmy.ml as I'm not 100% on this stuff

but basically:

some third party hosts let you sign up anonymously with an anonymous email etc.

Only ever connect to the server host via VPN

Get a domain with anonymous WHOIS protection

Stick it all behind a reverse proxy

Technically Nintendo or whoever could demand your proxy/host to stop doing business with your account, but they won't have enough personal info to go beyond that and you can just rehost it under new info.