It is a bit confusing, but there are two kinds of collections. The one on the upper task menu is FAA's choice. You can not do anything to be there.
The lower menu bar above Your images shows also 'collections' (also named galleries in other places). Here You can group Your images. Click on 'Collections' and then 'Create new Collection*, Then You can fill the collectiom from Your *images not in collection'.
edit: You need a avatar to be found in the search ! (top right: Behind the Scenes - Public Profile - Profile Picture)