Switch to iCloud address

Yes, see: Change your Apple ID (Be very aware of the restrictions here.) https://support.apple.com/en-us/HT202667

Before changing your Apple ID using a computer, sign out of all Apple  services that use your Apple ID. If you are going to use an iPhone, iPad, or iPod, then stay signed in with your Apple ID on only that device. This instruction is taken from the above document under the heading Before you change your Apple ID.

For sign out purposes, see Where can I use my Apple ID? https://support.apple.com/en-us/HT202659 “This list is provided for informational purposes only and is subject to change without notice. It's not intended to include every feature or service that uses Apple ID. Visit the Apple ID support page for more information.”

There may be some redundancy, but see What to do after you change your Apple ID or password 

 https://support.apple.com/en-us/HT204071

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. For example, if the Apple ID got compromised, you can change it to another address. 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.