The next step is to register an account with CloudFlare so that you can manage your DNS there.
Go to cloudflare.com and select the Sign Up option found in the menu across the top.
When you do this it will ask you to set up your account by providing your e-mail address and the password you wish to use for your account.
Go ahead and provide those details and these will be what you use to sign in to your CloudFlare account at any point in the future.