On this forum'ware it's called Conversations (small envelope on the toolbar). In order to send private messages "conversations" it is restricted to the "RVF Supporter" level and above. Anyone can receive private messages, to send you have to have upgrade to the RVF Support which can be done at https://rvforums.com/account/upgrades
The reason is we don't want someone to join and start spamming everyone via the private messaging system so this protects the system for those that prove they are legit. There are many other features enabled at the RVF Support level as well for the same reasons including avatars and other functionality outlined at the link above.