You need traffic for people to want to contact you directly for an ad spot. Another thing to try would be adding Google AdSense to your site. Also you could accept donations from your members. Perhaps give them a special rank and rank color for "sponsoring" your site.
From experience, yes. Unless you find a sponsor that has some guts to give money to a new forum in a world where it seems like forums drop ever second, you're going to have to prove that not only you can bring something to the table, but that the sponsor knows you're not just going to give up. Most people don't leave their forum if it has a ton of traffic.
That, and why sponsor a site that doesn't have a ton of traffic? It'd be a useless investment. It'd be like buying a giant advertisement on a blimp that's only going to fly over the artic.
I would say if you start off small with ad spots in the way of cost you may find some regular sponsors. You really need to have big stats for someone to spend big money though.
But with the ongoing activity throughout the forum someone may be looking for a $1 or $2 ad spot.
Id presume traffic would be your biggest draw to getting sponsors for your forum. Maybe try and promote it until you can get enough traffic it would be worth the investment.
You could reach out to companies or other sites in your niche to see if they would be interested in sponsoring you, or when you have enough traffic and activity they'll come to you. All they can say is no so it's worth a shot if that is what you are interested in. Probably try to contact companies around your same forum size in terms of activity and popularity.