You don't need to create a new account. If you log into your Apple ID using the link below, do you see a @iCloud address in the Reachable At Section? If so, use that iCloud address.
Apple ID - Manage
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.
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.