Hi Khanson,
From your post , it seems that you are using Office 365 Plan P.
This feature is only for Plan E. If you want to use My Site of SharePoint Online, please apply for a plan for enterprise.
More descriptions about Office 365 Enterprise service:http://www.microsoft.com/en-us/download/details.aspx?id=13602.
Detailed information about Office 365 Plan P:http://www.microsoft.com/en-us/download/details.aspx?id=13779.
Thanks,
Jacky Ding