Apple Music membership and Apple ID

I have just got a brand new iPhone 6 but I have an issue signing-up to apple music. When I sign-up it says "This device is linked to another Apple ID" but it is not. I can see on the phone the same apple ID used for App Store, iCloud and even in Music but still I get this message and it says I need to transfer this device to the other Apple ID.

I have googled this and all posts say to go into iTunes and manage devices, but I haven't even downloaded iTunes yet. Never needed to.

Can anyone provide some help with this? I am reluctant to hit the transfer button as I don't know what the other Apple ID the Music app thinks the device is linked to.

thanks.