I need your help

I tried to create a group chat with my friends but once created they said that I sent the message individually. Once I looked at my setting it didn't give me the option of turning on my group message. So I'm very confused on why I don't have that option! Also I have an iPhone 6 and I'm on iOS 9! Every one of my friends have that option except me? They also made a group chat with my number in it as well but I didn't receive not one messag, can you help me fix my problem?