I created a new outlook.com email address and I get this error:

Call us overprotective, but we need to verify that *** Email address is removed for privacy *** is yours

Before you can continue, you need to check your inbox for a message from the Microsoft account team. Follow the instructions in the mail to finish setting up your account.

Use a different email address as your Microsoft account

I did not put another email in there - I did put my cell phone (not no text).  But I cannot even get to the inbox right now.  I keep getting the above message. 

If I cannot get to my email account, how does it expect me to verify it?