I'm try to change to another iCloud address which I've already created,
You can only add the @icloud.com address that is already on file in your account.
Looks like you try to change to another iCloud address, that you use for an 'iCloud email alias'.
It is not & never possible to use an 'iCloud email alias' as the primary AppleID email address.
Then read again -> Related Article: Change your Apple ID
⤵️
If you can't change your Apple ID
If you try to change your Apple ID to an @icloud.com email address that was created within the last 30 days, you will be asked to try again later.
If you see a message that the email address you want to use isn't available or is already in use, check that you or a family member aren't already using that email address with a different Apple ID. If a family member is using that email address, remove it from their account then try to use it.
In some countries or regions, you can use your phone number as your Apple ID. But if your Apple ID is an email address, you can't change it to a phone number.
Then see this Apple article: What to do after you change your Apple ID or password
What to do after you change your Apple ID or password - Apple Support
Click here for more support and assistance.