I had the same problem and found the solution.
Do the following:
- Go to https://appleid.apple.com/ and create a password for outlook.
Tutorial until min.1:40 : https://www.youtube.com/watch?v=Uv1PQpfHJBI - Go to https://www.icloud.com/ and open the mail app. I haven't had a email yet which ended on "******@icloud.com"
If you also don't have the @icloud.com ending, you need to make one now. - Now go to the New Outlook and add an account using your just now created "******@icloud.com" email and your created password.
Thumbs up if it did help.