Agrupe por mes y devuelva 0 si no se encuentran los datos

No lo he probado pero debería funcionar:

SELECT MONTH(created_at) AS month_num, 
DATE_FORMAT(created_at, '%b') AS month_name, ifnull(count(*),0) AS total_num 
    FROM table WHERE user_id=1384249399168
    GROUP BY MONTH(created_at) ORDER BY created_at DESC