Mine was GameFAQs' message boards, in October 2000. It was about a month after I had got the internet at home, and I mainly joined to post in a user-made challenge thread for Tony Hawk's Pro Skater 2. Then I found myself mainly posting in Random Insanity...I wonder if that's still around.
18 years ago, blimey. And you?
OP, you just counting web forums?
Or are you also counting dial-up BBSes, Telnet boards, and Usenet boards?