Surveys have shown that people are much (up to 7x) more likely to connect with people who have pictures included in their profiles. A picture makes it easier for people to identify you, to connect you with a business card, or to get a sense of who you are.
When choosing a picture, think professional headshot. Do not include a picture that is too casual, or includes other people, pets, or a distracting background.
For more info on how to build an effective LinkedIn profile, see our LinkedIn Upgrades YouTube series.