“This record doesn’t have any associated Messaging Users. Ensure that any Messaging Users are set up properly and that they haven’t opted out of Messaging”

1. Check whether the Agent has below permissions
a. Agent Initiated Outbound Messaging
b. Messaging Agent

 2. Start Conversation for WhatsApp and Facebook is Beta – https://help.salesforce.com/articleView?id=release-notes.rn_messaging_outbound_beta.htm&type=5&release=226

3. Check whether the Agent has the Skills or part of the Queue as per the Channel Configuration.

a. If you are using Queue-Based routing in the Chanel Configuration, then make sure the Agent is part of the Queue.

b. If you are using Skill-Based routing in the Channel Configuration, then make sure the Agent has all the Skills.

4. Check whether the associated Messaging End User(MEU) has proper Opt-In status.