Even if the originator is the prankster, and tells you to go ahead, at least they can be caught and dealt with. If this seems like too much of a bother, than it is not that important and you should not send it anyway. Imagine you received a package in your real homes mailbox asking you to place your house keys in the return envelope provided, and mail them to a post office box. People fall for the computer version of this all the time. It is very very easy to frame someone with an e-mail message or Usenet post.
All someone has to do is sit at their computer when the victim is away from the keyboard.
But hackers can be much more sophisticated. They can forge any message to make it appear from anyone. If you forward one, you will be blasted with hundreds of angry messages in reply. The best thing to do is to read them and have a good laugh. Baring that, ignore any message from anyone you don't know, and ignore any message from anyone that asks you to do something.