When you create an Apple ID, you have two options. Either to create an Apple ID where you use your own email address, for example a Gmail. This email then becomes your Apple ID. Or where you create a new iCloud email (icloud.com) - this then becomes your Apple ID.
Both parts work fine. The advantage of iCloud Mail is that it is automatically set up in the Mail app, i.e. you don't have to subsequently download apps and set up email accounts. The disadvantage is that the email address is associated with your Apple ID, which means that if you one day want a new Apple ID, you cannot "move" your iCloud email address to the new Apple ID.
There is no requirement that your Apple ID must have an iCloud Mail address. But if you have created your Apple ID with your own email address (e.g. Gmail, Outlook, etc.) then you can still create an iCloud Mail address if you want an extra email.
You can do this here:
Settings → Apple ID → iCloud → activate iCloud Mail, follow the instructions on the screen and create a new email address. Once the address has been created, you can receive and send emails from the Mail app.