Profile pictures are used as your forum avatar, and they are intended to be unique images which can be a picture of you, or an image to represent your personality or Jedi path. This picture will be at the top left of your Profile page, and included with your details in every forum or wall post you make here. So it really is a way to represent yourself online. As they say a picture paints a thousand words!!
There are three options, 2 of which seem to work all the time and the third might not work for some.
Option 1. Profile Menu Method
This is the shortest and easiest method, but does not store a copy in your gallery.
Option 2. Gallery Method
This method puts your avatar into your Photo Gallery, and then assigns it to be used as your avatar. This copy in your gallery might be useful if you later lose your local copy. This is one of the more reliable methods.
Option 3. Profile Method
This method sometimes run's into problems, but has worked in the past.