You'll see this error message in your Office 365 from ITEGY-Distinctive Technology Services account if you're trying to use an external domain for your email address. This is any domain at another domain provider, or in another account. Even if it's another ITEGY-Distinctive Technology Services domain, if it's in a different ITEGY-Distinctive Technology Services account, it's still considered external.
Verify your ownership of the domain in order to proceed with your Office 365 setup.