Indeed, you need at least 1 post to be able to PM people. But still I'm having an issue with it. After writing it down and clicking the START CONVERSATION button, I get this message:
"Oops! We ran into some problems.
Your content can not be submitted. This is likely because your content is spam-like or contains inappropriate elements. Please change your content or try again later. If you still have problems, please contact an administrator."