Forums can be set to be viewed as certain usergroups only, but members can't do it themselves. It involves administrator powers, and I doubt we'll have forums for certain usergroups outside of the staff forums. And I'm pretty sure it can't be done on a thread-by-thread basis.
If, for some reason, you don't want a certain member to post in your thread, you can ask them politely, especially if it's something like a fan club or a shop you've made. However, you can't do anything to stop them from viewing it. Even if you ask them not to (which I think is a little crazy, to be honest), there's no way to catch them anyway, unless the member blabs about it. If it's private information you want to post, send it over PM, not in a public thread.