Windows Phone 8 Basics - To set up the first Microsoft account on your phone

The first Microsoft account you add will be the one you use to get apps, get your Xbox gamerscore and avatar, play Xbox Music, chat with Messenger, and do any of the other things on your phone that require a Microsoft account. So if the email address you use for those things is different from the one you use for email, sign in first with the one you use for your Microsoft account benefits, and then add your email account later. See Which Microsoft account should I use? if you're not sure which Microsoft account you should use to sign in first.

In the App list, tap Settings Settings icon, and then tap Email + accounts.

Tap Add an account > Microsoft account.

On the Before you sign in screen that appears, tap Next to continue.

Enter your email address and password, and then tap Sign in.

Your Microsoft account email, contacts, calendar, photos, and feeds will be synced to your phone.