To perform a weighted forward lunge, start by holding a pair of dumbbells at your sides, standing with your feet hip-width apart. Take a large step forward with one foot, lowering your body until both knees are bent at a 90-degree angle, ensuring your front knee stays aligned with your ankle. Push through your front heel to return to the starting position, alternating legs for each repetition to target the quadriceps, hamstrings, and glutes while also engaging your core for stability.