It is of course impossible to set your avatar to an NFT. It's a category error to even think it might be.
An avatar is an image, you see. You can have your avatar as a photograph or an anime picture or a digital punk. Those are all images.
An NFT is not an image, it is a token on a blockchain. It's a support-ticket with no queue. It doesn't look like anything. It's not an image.
Try not to confuse your blockchain token with the images in the packaging used to sell it to you.