My present apple id is a 3rd party email address. Can I change this id to an icloud email alias?

The problem with doing that is all emails from Apple to reset your password and do other account changes will be sent to an address you can't access without the password.

Note the restrictions in the article.

Apple ID Name Change

 What to do after you change your Apple ID or password - Apple Support     I suggest doing this before you change your Apple ID or password.

This matter is confused by Apple's use of the term 'alias' in two different ways.

If you had created you account back in the of DotMac or MobileMe you would have had additional versions of your @icloud.com address, with the same text befor the '@', but ending in @mac.com or @me.com. Apple describes these as 'aliases' of your @icloud.com address. However in that case one of them would already be your Apple ID/iCloud login.

When you have a third-party email address you can change it to your @icloud.com address. However it is possible to create additional addresses (not accounts) within your iCloud account, which of course have different text before the '@'. These are called 'email aliases' and you cannot make one of them into your Apple ID.

So all you can do is to change to your main @icloud.com address: and I agree with Eric that this is inadvisable as unless you take steps to provide a non-Apple contact address, Apple would be unable to contact you if something goes wrong with your account. Furthermore, making your ID the same as the address you give out to people removes the first layer of security, and though there are others in the form of your password, and security questions or two-factor authentication, I still don't think this is a good idea.