Credit Risk on a Forward (Schweser book 4) am I crazy? long, receiving, contract, position

Bad5shah

On page 190 of book 4, reading 40, professor’s note:
“In valuing the credit risk associated with a forward contract, it helps to think of hte long position receiving the cash flow under the forward contract and paying the spot market cash flow.”
Is this correct?
If I am long a forward contract, it means I want to buy the underlying in the future at the agreed to rate, thus, I GET the spot market rate to buy in the market place (or rather, I get the underlying at the forward rate, and can choose to sell at the market rate, if it is higher).
I don’t understand this Schweser statement.