I am trying to respond to a customer via a direct message but keep receiving an error message.
What does the error say? Never more info.
You are a new seller. Did perhaps the person message you first and tell you they needed your email address or phone number/SMS in order to place an order? If so, that message was from a scammer, and the reason you cannot respond is Etsy removed the account from Etsy.
Scams are running rampant on Etsy right now, targeting new shops. Never take a conversation off Etsy, buyers never need your email address or SMS to place an order, and all orders will appear on your shop dashboard.
Etsy's announcement about scams: https://community.etsy.com/t5/Announcements/Protect-Your-Account-From-Scammers/m-p/143158945#M1882
Other information: https://community.etsy.com/t5/Managing-Your-Shop/How-to-Spot-a-Scam-No-a-Buyer-Doesn-t-Need-Your-Ema...
You have no sales which means you have no customers.