Your screenshot provides the answer directly! There’s no link (URL) to my site or one of my posts you’re responding to in. By the way, since you’ve got the Webmention plugin installed, it should find the URL and send the webmention for you without your needing to do so manually.
My post on Webmentions gives a good overview of the process. Aaron Parecki also has a good primer on some of the basics for creating posts manually as well. If you’re a bookmarklet fan, you can use Ryan Barrett’s IndieWeb Press This tools, which are also built into the IndieWeb plugin.