Please ensure that you have met all minimum requirements for iCloud to work properly. iCloud requires iOS 5 on an iPhone 4 or later; a Mac computer with OS X Lion; or a PC with Windows Vista or Windows 7 (Outlook 2007 or 2010 or an up-to-date browser is required for accessing email, contacts, and calendars). Some features require a Wi-Fi connection.
Please visit this link http://goo.gl/6tr4e for step by step instructions to setup iCloud. This link http://goo.gl/QWcKv has additional assistance setting up iCloud.