If you want to start a conversation, you need to have at least 15 posts, otherwise you will not see the option to start a new conversation. Make sure your posts are good quality and do not make short, spammy or low-quality posts just to boost your post count - these posts will be deleted and your account may be banned.
When you reach 15 posts, you will see a yellow button appear at the top of your inbox with "Start New Conversation" - this allows you to send a message to another member.
Start conversation from inbox.png
You will also see the option to 'Start a conversation' in the pop up window when you click on another user's name.
Start conversation member pop-up.png
Do not start conversations promoting your site or services or asking for things - this is against the rules and may lead to your account being banned.
BHW guide: https://www.blackhatworld.com/seo/why-cant-i-start-a-conversation.1040781/
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