When using Oracle as the database for the ME data store, ensure that either the user name and the schema name specified in the message store settings (see the link below) are the same, or (if user name and schema name are different) that the user has all of the privileges listed in the link below:
Database privileges:
JR47588: DOC:TUNING PROPERTIES LINK IS INCORRECT FOR ORACLE DATABASE PRIVILEGES
Configuring a messaging engine data store to use a data source:
After this has been done, the schema should be created.