Apple ID saying it's wrong in Icloud but it's not, it works in Itunes

I tried entering my Apple ID on my Iphone in Icloud and it's telling me it requires an email address. When I enter my email address that's associated with Itunes and password, it's saying it's incorrect but it's not. I can sign into my Itunes account. I also tried going to icloud.com to get an icloud email account nd it says I need to set it up on the phone first but I can't. I can't even get to the settings to turn Icloud on because I skipped set-up.