Who I have the same questioned this topic

I just bought my iPhone 4 yesterday. I absolutely love it. My cousin told me about the iMessage feature and told me to use it! I went to activate it and I cannot get mine to use my phone number rather than my email. I have watched numerous tutorials, but I don't seem to have the same options as everyone else. It tells me to sign in using my Apple ID, which I do, but it doesn't give me a caller ID option. What to do?