I set my email up wrong initially how do I change it.

If you haven't used the account for anything so far I would just create a new account with the correct e-mail. Otherwise:

Apple ID Support - http://www.apple.com/support/appleid/ -> Apple ID FAQ -->

"How do I change my Apple ID Name or personal information?

You can change your Apple ID Name at My Apple ID. Select your country and language, enter your desired changes, then click the Continue button. Changes take effect immediately. You can also use My Apple ID to change your personal information, such as your mailing address or email address. See How to change the name you use for your Apple ID if you'd like more information."