I am new to bbPress. I was pulling my hair out all day trying to get integration with WordPress to work. The problem was the cookies not matching.
I had inserted the lines bbPress gave me to set COOKIE_DOMAIN and COOKIEPATH in my wp-config.php file at the very bottom. Examining my cookies I saw that the domain was not adjusting to the value I wanted. I thought my problems were elsewhere and spent hours barking up the wrong tree.
The solution is to insert the necessary lines higher up. When I put them just under the standard define lines (just under define('DB_COLLATE', '') ) the correct domain was then set properly in the cookie.
I hope this helps others.