"No content types are active for MySite. Please notify the site administrator."

That is not an error. You have to configure the module before you try to use it :-).

Read the provided instructions. Especially README.txt section 4, pasted below.

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4.1.1  Content Types

In the MySite Settings main page, find the section labeled MySite Content Types.
The default options are:

 MySite Content Types:
    Aggregation options:
    []  Web Feeds: News items for a specific Aggregator feed.
    []  Web Headlines: News items for an Aggregator category.
    Comment options:
    []  Post Comments: Comments on a specific post.
    Content options:
    []  Blog Posts: Blog posts from a specific user.
    []  Books: Pages from a book collection.
    []  Categories: Content assigned to a specific taxonomy term.
    []  Forum Topics: Forum posts within a specific topic.
    []  Posts: Add a specific post.
    []  Post Types: Content posts of a specific type.
    []  User Posts: Content posted by a specific user.
    []  User Profiles: Selected information about the user
    MySite options:
    []  Droplets: Content defined by the site administrator.
    []  Most Popular: The mysite content most requested by users.
    Usability options:
    []  Path Aliases: Creates mysite/USERNAME path aliases for MySite users.
    []  Theme Switching: Enables users to choose a theme for MySite.

Of these options, only the Droplets content type is native to MySite.  The
other options require that specific modules be present.  For example, if you
have not activated the Aggregator module, then neither the Web Feeds nor Web
Headlines options will be available.

Note: Some type files have configuration settings -- these are visible as menu
tabs.  Be sure to configure each active content type as needed.

See sections 2.1 and 5 for more information.

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4.1.2  Disabled Content Types

You may also see a section like this on the settings page:

    Disabled Content Types:
    * Categories: Content assigned to a specific taxonomy term.
       The MySite Category options must be configured.

The MySite module checks to see if various options and permissions have been
defined before allowing you to activate a content type.  The module will
present you with a link to correct the configuration error.  After you make
the suggested change, the content type should be available for activation.

For further detail about configuring specific Content Types, see section 5.