Q: Can I somehow change my already created icloud mail attached to the apple id?

No, unfortunately you cannto change the connected iCloud account, but you could simply still use your existing Apple ID just for iTunes and App Store purchases (e.g. setup on an iOS device: Settings > iTunes & App Stores") and you could create a new account with a free @icloud.com email address on your iOS device or Mac (Settings > iCloud" or "Settings > Mail, Contacts, Calendars > iCloud".

See also "Using one Apple ID for iCloud and a different Apple ID for Store Purchases": http://support.apple.com/kb/HT4895?viewlocale=en_US&locale=en_US

As I already wrote...

You could simply still use your a) existing Apple ID just for iTunes and App Store purchases

(e.g. setup on an iOS device: Settings > iTunes & App Stores")

and

you could b) create a new account with a free @icloud.com email address on your iOS device or Mac (Settings > iCloud" or "Settings > Mail, Contacts, Calendars > iCloud".

Yes, of course, you shouldn't enter your existing ID for creating a new icloud account. You should choose the option to create a new iCLoud account with a free @icloud.com email address.

In the first step (after you opened Settings > iCloud) it asks you, if you want to "Get a Free Apple ID", then you would have to enter your Birthday, then your Name, and then you could choose the option to "Get a free iCloud email address".

As I wrote you could use them separately for two different things. You could setup your existing Apple ID for iTunes Store and App purchases and the new one for iCloud.

You are welcome.