How to connect to iCloud?

I have recently updated to El Capitan. I keep getting a window "This Mac can't connect to iCloud because of a problem with "my e-mail address". The window gives me two choices: Later and Go to iCloud Preferences. If I go to iCloud preferences, it asks me to enter my password. When I enter my password, the computer grinds away and eventually returns "an unknown error occurred".

I am absolutely sure about my password.

What should I do to connect to iCloud?