Hi, I'm brand new to Apple and have just got an iPhone 4S after my old Nokia bit the dust! I had the same problem getting my iCloud account verified even though I had held an Apple iTunes account for some years due to owning an iPod.
I had a hunch to just check my 'Blocked List' in my Hotmail account and guess what? Yep, there was the Apple iD email address blocked because at some stage or other in the past, I probably thought it was spam and blocked it. Anyway, I removed it from the blocked list and then went to the Apple iD site and re-entered my account name and password. Apple sent the verification email to my Hotmail account but............it didn't show in my Inbox, it showed in the Junk box!!!!
I simply moved it to the Inbox, 'told' my Hotmail account that it was "safe'' and followed the instructions. Of course, it meant I had to reset my password but that's no big deal. And now I'm a happy bunny with iCloud on my new iPhone working just fine!!
I hope this may help a few people.