After installing the Ultimate Member word press plug-in default pages not getting created on activation.
As per documentation, UM suggest that these pages should be automatically created and assigned.
I was facing similar kind of issue, for me multiple times installation caused this error.
To fix this issue please follow below steps (assuming Ultimate Member plug-in is installed and default pages is not created).
1. Go to Pages -> All pages -> remove all pages which is not required or the pages which is not created by you. Remove them permanently
2. Create a one blank page with any name for e.g. test
3. Go to Ultimate Member -> Setting -> Pages – in all drops down make sure to select test page(newly created page) and save the changes
4. Go to Ultimate Member -> Setting -> Misc tab and select Remove Data on Uninstall? And save the setting
5. Deactivate UM plug in and remove the UM plug in
6. Again install UM plug in on activation UM ask to create a default pages.