I'm a big fan of email filters and even wrote my own email filtering package for Unix/Linux some years ago (I know, ancient history). It's an interesting problem, accurately matching individual email messages out of a steady stream of messages arriving into a mailbox. Gmail has very nice filtering capabilities too, as I've written about more than once (start here: Gmail message filtering).

Apparently too many people were using Gmail message forwarding as a spam technique, however, so they've tweaked it to where you need to verify the recipient address by having access to that mailbox too. So no forwarding spam to your most hated enemy! :-)

I bumped into it myself when setting up a selective email forwarding filter on Gmail too, and here's how I verified my forwarding email address...

When you're looking at a message you want to forward, click on "Create filter" (it's a small text link near the top of the window). Once you've set up the selection criterion or criteria, the second step offers options on what to do with the matching messages:

As I've highlighted, the "forward" option is grayed out because there are no verified email addresses. To verify an address, click on the "Manage your forwarding addresses". You'll move here in the Gmail settings area:

Don't be confused by the wording, click on "Add a forwarding address" and...

Enter your target or destination address and click "Next"...

Easily done. Now, you'll need to switch to that mailbox or email program and keep an eye out for a confirmation message from Gmail itself. Once it arrives, it'll look kinda like this:

Click on the "https" link in the middle of the message and you've verified the address with your Gmail account. Now in your settings area you'll see this option instead:

Next time you set up a filter (you'll have to start over with your existing filter creation task too, btw) it shows the much more friendly option:

That should get you going. Good luck!