"Email already in use" Apple ID error message. How can I set it up?
I am thinking someone possibly used my email by mistake. I did not
  click the authentication link. The message stated that if it wasn't me
  who registered, I shouldn't worry.


I highly doubt someone else could register with your email, since you stated right afterward you yourself had registered with it.

Try clicking this link then fill out the information required:

https://iforgot.apple.com/iForgot/iForgot.html