I want to create an illustration series

You cannot create a series using illustrations.
The series feature is restricted to works in Manga and Novels, so you cannot make a series with works posted as Illustrations.
If you have posted a manga as an illustration, please change the work category to "Manga" in order to add it to a series. (Please check this article on how to change a work's category from "Illustration" to "Manga".)
* If you change a work's category from "Illustration" to "Manga", it will be treated as a manga on pixiv and will not be displayed in illustration searches. Please use the manga series feature to group manga works.