Windows 8/8.1/10 Can't send a conversation message via forums or type in shoutbox

I don't know about shoutbox but I believe you have to post 3 times in total before you can start a conversation with someone.

 

Like Shawn above said, you need minimal forum activities to be able to do certain things like DM or leave reactions to forum posts, I'm not sure on the minimum activity required though so I'll assume what Shawn said.
This is most likely in place to prevent new accounts being made to harras people on the forums.

 

I said 3 but could be a bit more than that, I don't remember. It's not that much I don't think.