Let's look at your iPhone setup. Go to Settings > iCloud.
1. Is Mail set to "On"?
2. Press "Account" at the top when at Settings > iCloud. Are your Apple ID and password set correctly at the top?
3. Go to the bottom of that account display. Look at the "Mail" line. Is your iCloud mail address properly displayed?
4. Go back to Settings > Mail, Contacts, Calendars Is there an iCloud account shown there?