I didn't create my iTunes account on my iPhone but I did have to review and enter some new information because the first time I tried to buy an app I got a dialog saying I had never bought apps on this device before. What I had to do worked with no problem as I recall. do you not have an iTunes account? If not, of course you'll have to create one but if you already have one you could try purchasing an app or even downloading a free one and that should activate iTunes dialogs which may or may nopt work better for you.
Hth.
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