I just changed my Profile Picture several times, I even tried Gravatar, but after empty the browser cache and refresh page, my Profile Picture become to this grey egg.
Is there some issue occurs to my account or just a bug of underlying code?
Did you sign in to Gravatar in order to authorize use of its avatar?
If all else fails you can try the "Custom" option, which should allow you to upload your avatar.
If that fails, post your avatar in a reply, and we'll update it for you.
Looks like there is/was a Discourse forum issue with profile pictures. They appear to have resolved it at meta.discourse.org, but I don't know if we still have the issue here.
Yes, looks like some sort of bug, I din't entirely understand their explanation. Hopefully it will be resolved in a future update to the forum and then you can set it. I can't see any workaround currently for setting it. And I don't run the bleeding edge version of the forum, so it may be a while until the fix percolates to this forum. Sorry.