How to let external program call forge endpoints?

Hi, I’m new to the Forge / Atlassian platform.

Let’s say I want to build a simple console app that lets users create issues in Jira from the command line.

What’s the best authentication strategy to follow for this?

When the user creates an issue using the console app, I want my forge endpoint to create an issue in Jira as the user.

How do I authenticate or link the console app to my Forge app?

It looks like Forge isn’t the best tool for your use case at the moment, but there are upcoming changes that might help you, see this discussion.
In the meantime I guess you can easily do it with Atlassian Connect

Not sure why you need a Forge app. How about your console app directly calling the Jira REST API?