User adding themselves to a Usergroup or Permission
 

Is there any way to set up a forum and let the users give themselves access if they choose? For example, if he clicks on the forum name, then a warning comes up "Enter at your own risk" and if they confirm it they get put on the permissions list?

You could create a publicly joinable secondary usergroup whose only purpose is to allow you access to that forum. In the description for the forum, give a link to join the usergroup.

Thank you.