See the following from Change your Apple ID - Apple Support
When you change your Apple ID, you can enter another third-party email address. Or you can enter an @icloud.com, @me.com, or @mac.com email address that's already associated with your account. To see these addresses, check Reachable At in the Account section of appleid.apple.com.
The following has instructions on how to set up the iCloud email address: iCloud: Set up an iCloud Mail email address