If your looking for the private messages, go up to the left hand corner of the page and click on the User CP. This takes you to your personal page for settings and messaging. However, I do think it is necessary to have posted several times before the private message is available. Keep checking for it. It should show up under your user name on right hand side of the web page.
I believe it's on a time and post delay. Perhaps 15 or 20 posts. The reason we don't allow members PM immediately is that we've had occasion where spammers join the site and immediately start sending out advertisements for miracle cures. In order to protect our members we've implemented some of these features.