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Insufficient Balance: movie-vertigo's balance of 0 PPY is less than required 0.00239 PPY

Yeah, unlike Steem, accounts need some PPY tokens to transact (and pay fees). It's more of the BitShares DAC model.

Is there a faucet available?

For PPY tokens, not as far as I am aware. What is commonly referred to as a faucet in PeerPlays is the account creation by using the GUI wallet.

PPY tokens are fairly valuable, and transaction fees would eat into a faucet's distribution a lot. They are available for trade at the CryptoDAO exchange right now, with more to come.