Your profile photo is what is shown alongside your username throughout the site - this includes the chat room, your profile page, ads, events, groups and messages. We see an increase in activity in a profile that has a profile photo, so it's a wise choice to get one in place.
The website only allows non-adult photos that are in public albums to be used as profile photos. We describe non-adult as something that you'd see in a newspaper. Photos that show genitals, penetration, or the pubic area are all classed as adult material and cannot be used as a profile photo.
To add a photo to your profile, click your username from the top menu followed by My Photos.
Each photo has a down arrow menu icon in the top right corner that when clicked, will show management options. For the photo that you'd like to use as your profile photo, click to open this menu and choose Set as Profile Photo.
Provided the photo is suitable (non-adult and public as explained above), you should find that the photo is now setup as your profile photo.