Although you now can, I'll answer the question. Once you've reached the 10 post milestone, it takes the system a little while to recognize that fact and activate the options now open to you. It can take from 30-60 minutes.
In order to start a conversation (what PMs are called here) you must have 10 posts. Head on over to the Test Board to post some random posts, if you wish: https://www.disboards.com/forums/test-board.88/
Once you've reached the 10 post milestone, it does take the system a little while to recognize the fact and add the features (avatar, conversations) to your account.