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Incidentally, when I say “it’s possible” I should probably add, “but not easy.”
The ONLY method that would work consistently for a forum post would be to construct some fairly complex HTML using the code tab of your text box. You would need to do this for every post.
The situation has existed ever since the creation of WordPress and I was very surprised by the lack of enthusiasm amongst developers to fix it.
Things are not made easier by the fact that WordPress has two distinct text editors. We use the “Classic” editor which is a version of the widely used open source editor TinyMCE. The Classic editor is a basic more-or-less WYSIWYG editor which should be easy enough for anybody familiar with, well, just about every word processor in existence (Word, Google Docs, Pages, LibreOffice Writer, etc). However, Classic is not the default text editor. That is now Gutenberg, which is a rather different way of doing things. The developers and supporters of Gutenberg say that it is simple, intuitive, and more powerful than Classic. I don’t want to get into this debate, but I would note that all that may be true, but there is still something of a learning curve and I’m not convinced our users, who are already familiar with word processors, would want to learn Gutenberg for the few additional resources it provides. By the way, Gutenberg does not offer a way of indenting the first line of a paragraph either.
Somebody may prove me wrong but I suspect this very old issue will be with us for a long time. It was old three and a half years ago when the following discussion took place on the WordPress forum, and it’s still broke.
https://wordpress.org/support/topic/indent-first-line-of-most-paragraphs-not-all/