It depends on what role (if any) you want Cloudflare to play.
If you just want to use Cloudflare as DNS then make sure the orange cloud is disabled for the ‘a’ record of the forum.
If you want to actually send Discourse traffic across Cloudflare’s network and are ok with the additional latency it adds then at the minimum create a page rule to ‘Disable Performance’ for the entire forum domain. None of the Cloudflare performance optimizations are recommended and have been known to break sites.
Note that there’s a Cloudflare template which needs to be added to your app.yml, it will pass the CF-Connecting-IP as the client IP, so that you aren’t seeing everyone as originating from a node on their network.
If you aren’t using object-based storage and do run with the orange cloud enabled you can create a caching rule for your assets path.