In my team site I want to add "My Tasks" web part. But it's not available in my site collection.
Are there any feature I'm missing to activate?
Do you mean that the Project Task and Issue are lists on your site ? You can add a ‘content query web part’ to display the project task or the Issue .Then detailed steps are like following:
Here is another way to achieve this using SharePoint Designer (SPD).
If there is anything unclear, please feel free to ask