Notes disappearing

I just got the iPhone 5s and noticed that my Notes have disppeared. After reading the forums I see that they did not disappear but were sent to my Yahoo email accout. It was suggested on the forums in order to stop that I should go into Settings/Notes/and change the default to my iPhone; however, my iPhone is not an option...I only have Yahoo and iCloud. Any suggestions as to how to make my iPhone the default and not Yahoo or iCloud. Thanks in advance!