Is it possible to create this type of database for a massive forum? Kind of like how craigslist you select a state, then a city, and you're in that community. 

How do I make my forum website's home page have 2 drop menus for a state and city, then it would bring the member to a specific Forum? is this really difficult? 

Please direct me to what I need to learn to make this happen!
You can choose this option 

Create on table to list all the state as below

State table with two columns 


StateId - int(PK)
StateName - varchar


City table with two column as


CityId - int(PK)
StateId - int(FK)
StateName - varchar


Now you can have User table to save member where you add column CityId as 'FK' as below


UserId - Int/bigInt(PK)
CityId - int(FK)
..Other columns


Now in webpage you show list of state, and on selcting state populate city list from City table and on selecting city populate members.