Open iTunes on your device. At the bottom of the page tap on your Account and select View Apple ID - give password to go to your Account main page. Tap on your Account email at the top and on the next page click on the tab under change security info. <appleid.apple.com> - enter your password in the browser window that opens.
On the page that opens, select to edit the information you want.
Choose a valid email address that you can verify - preferably one that is already associated with your account and previously verified.
Some details that will help you can be found here
http://support.apple.com/kb/HT4436 in the form of frequently asked question. read all sections to uderstand how the various associations work.
You CANNOT change your iCloud email address once it is created and associated to you Apple Id (usually it is another email address). First time you activate iCloud on your device and turn on email setting, you are prompted to create an iCloud email account and after choosing one that is available you are CLEARLY warned that ONCE CREATED YOU iCLOUD EMAIL IT CANNOT BE CHANGED!!!
Fig.1 Warning if desired iCloud email Fig. 2. Warning about creating new iCloud
address is not available email which will be associated to you Apple Id
You have two choices: a) create an alias for that account after you sign in icloud.com using either your apple id or your new created icloud email account (that's what I did) or b) create a new Apple Id (with all the pain it involves)
I typed an incorrect iCloud email address and was linked to my Apple Id and now I have to live with this forever!?
The workaround was to create an alias, but I have the feeling that something is wrong with my Apple Id
All of us might make a petition to apple to allow us to change the 'main' icloud email address. What if I misspelled it!? How difficult can it be?
I hope this be helpful and answer your question.
P.S. In the same way... once you create your Apple Support Communities USERNAME it cannot be changed too!