A forum and message board are essentially the same thing. A guest book is where people can leave you comments and there is usually no interaction between you and the commentors. People just post things like "Great site", etc. Guest books aren't really used as much as they were years ago. They're kind of outdated. It's up to you whether or not you feel you need both but I would definitely wait on adding either of these until you have enough traffic to fill them up.
Guest Book, Forum & Message board
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