When first arriving in Oxford, you will be given details in a letter on how to activate your account. This letter will contain (amongst other things) the following information:
Your Oxford username: abcd0123
Activation code: XXXX-YYYY-ZZZZ
You will also be given the email addresses assigned to your Nexus email account, e.g. joe.bloggs@philosophy.ox.ac.uk and joe.bloggs@college.ox.ac.uk
Once you have those details, you can activate the account here.
There are two ways to check your email account: Nexus or an email client.