In order for one of the events to be selected as a conversion, such an event must be recorded at least once, so you must first go to your own site as a visitor and play the desired event by clicking the messenger button, link, or fill the form.
After that, you need to wait 30-60 minutes and proceed to create a conversion.
To create a conversion:
Open “Admin” tab in Google Analytics
In the “Property” column, select the desired property and click “Events”
Activate the switch in the “Mark as conversion” column next to the needed event. What events are already set are written below in this instruction