(Please note - most of these screen shots are taken from OSX 10.7 - Lion. If you're using an older system, your windows may be slightly different but the information required will be the same.)
You are presented with this window where you need to fill in three pieces of information.
Full Name is the name that will be sent out with the email. You could just use your first name but it's a good idea to use your last name too. That is of course unless you wish to be totally informal and use a nickname which would identify you.
Next, enter the email address that you've been given by your Internet Service Provider - ISP. This will usually take the form of part or all of your name followed by the '@' symbol (pronounced 'at') and finished off with a name that will identify your ISP.
Finally enter the password given to you by your ISP. Please note that this is the one for email which may or may not be the same as the one they gave you to connect to their broadband service. As with most passwords used on the Mac or web sites, as you type it in the individual characters show up as dots so that the word is not readable to anyone who may be looking over your shoulder!