msdb..sp_send_dbmail does not work with @query only with @body
Have you created a mail profile and assigned an account to the profile?  See the how to by Pinal Dave @ SQL Authority

First create a mail profile, assign the profile a valid account, and enable  Database Mail XP's

Once those steps are done and tested, test your script 

    msdb.dbo.sp_send_dbmail
    @profile_name = 'ProfileName'
    --@body='Hi from sql server in a sproc'
    @query='select 1'
    ,@recipients='mkohn@***.com'
   ,@subject = 'Test'