I would like to change my iCloud email address

Yes, that is possible. I would go here to change my Apple ID:  https://appleid.apple.com/#!&page=signin  But, first, read: Changing your Apple ID: https://support.apple.com/en-us/HT202667 and What to do afterward you change it: https://support.apple.com/en-us/HT204071

It depends what you mean by 'change my iCloud email address'.

If you mean the address which forms your Apple ID you can change it if it is not an Apple address. (You should sign out of everthing involved before you do this.) If ijt's also your @icloud.com address you can't change it, except to the @mac.com or @me.com versions (same text before the '@') which you would have if you had been a member of iCloud's predecessors.

However oif you meamn the @icloud.com address you created when you opened the account, you can't change it, short of opening a completely new account (which will involve a lot of hassle). What you can do is add up to three 'email aliases' - these are additional addresses (not accounts) which deliver into the same inbox as the main account. (In fact it's a good idea to give out alias addresses, rather than the main address, because if they attract spam you can easily change them.)

You should be aware before you start that once you've created an alias you cannot turn that address into a full iCloud account or move it to another account.

More information on aliases here: https://help.apple.com/icloud/#mm6b1a490a