Your FontString isn't anchored anywhere, so it won't display.
EDIT: Nevermind. Seems a 14-hour crunch day addled my brains and ability to read.
However - it seems you're posting pseudo-code, and not what you're actually working with. I'm pretty sure "SomeOtherFrameIHave" isn't in your actual code, so it's hard telling what else isn't exactly as you have it.
If you do that, then WoW automatically creates a font string for the frame, the extra font string you created isn't used at all, and none of your other font-related calls affect anything. Just call those methods on the frame itself:
local f = CreateFrame("ScrollingMessageFrame")