In Metin2, Forging is the process of combining two pieces of armor or two weapons to make a stronger weapon from it. You can take normal weapons Metin2 Yang and you turn them in to Rare weapons when you forge weapons, which then can be combined to make unique weapons which can be upgraded in to Ancient weapons. You must take normal armor with armor and make Rare armor from it and then you can enhance it to make it even stronger. Keep in mind that there are only set combinations that can be made with forging. You can't combine any two weapons to make a new weapon. Only two specific weapons make the new weapon. The chance of breaking both pieces of equipment. That is the biggest disadvantage is the fact that your preciously created puzzle pieces can easily be shattered if you are unlucky. Those chances only decrease as you move up to Unique and even harder to make an 'Ancient'. In fact, it's a cold day in hell when you succeed in making an Ancient.
In other aspects, you can try to buy two weapons from the store and combining, they will offer you a powerful weapon. Actually, it is likely the smallest advantage from creating a forged weapon. The biggest advantage is the fact that when combining two weapons, the modifiers to that weapon are pulled into the next generation of that weapon. If you have a sword that has +5 to strength and combine it with the corresponding sword that is +5 to strength, you will get a sword that gives you a whopping +10 strength bonus. This is the biggest advantage of forging weapons. Of course this takes a bit longer to get these weapons because weapons with modifiers can only be gained through quests and from enemies rarely.