I cannot change my email address on my Apple ID.

I have tried the steps to change my email address for my Apple ID, as my email address has changed. Upon trying to do so on Manage your Apple ID Website, it asks me to do the following

• It asks me to Change my Apple ID
• I place my new email address in the field provided
• I click on Change Apple ID

a pop up box appears which says, " Continue on one of your devices

On an iPhone, iPad or iPod touch go to Settings > Apple ID. On a Mac go to System Preferences or System Settings > Apple ID.

• I go to my Mac into the System Settings > Apple ID and then nothing. I have no further instructions from there.

I am not sure what else to do. Is there an issue with changing the email address?

Thanks in advance