Android Phone - SMS - View own Picture
Android Phone - SMS Text Message - Show / Display your own Picture / Image / Avatar
Adapted from: http://forum.xda-developers.com/showthread.php?t=687011
Problem: In the messaging app (SMS) there is no picture of "Me". It's just a grey rectangle with a white border.
Solution: Your phone number is not stored in your SIM Card. You need to put your SIM Card in a phone that allows you to alter you "personal phone number" (usually a setting found under 'special numbers' then something like 'my phone number'). Use an old phone!