I think that forums are important to any niche, not just MMO, but some can benefit more out of it. These are the topics that definitely require a lot of natural user created content.
I don't think MMO is the niche to start a business at the moment. It is too saturated and everybody is doing it. That's why I don't think forum is a good idea.
Just use a forum as an optional extra. It will build itself over time. It can become a lot of work, but if you are passionate, it will be a great tool
The reason for having a forum on your site is to increase the traffic on your website thus you can earn more money through adsense etc
Other people asked questions on similar topics, check out the answers they received:
Other people asked questions on various topics, and are still waiting for answer. Would be great if you can take a sec and answer them