How to change my gmail Apple ID to iCloud.com
How to change gmail.com Apple ID to iCloud.com
iPhone XS
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Based on what I have read, I suggest you leave your Apple ID email address as a 3rd party email address because you have more flexibility if you need to change the email address because the Apple ID got compromised. I also have read of many people who were locked out of their accounts when they forgot their password. Since the recovery email address is the @iCloud email address, if you forget your password, you also can't access your email to get emails from Apple to recover your account. You can set a rescue email address, but for some people, this hasn't worked.
Note the restrictions in the article.
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.