When you set up an account on PSN, a verification email will be sent to the Sign-in ID email address associated with that account. Simply click on the link in the email to verify your new account.
If you are having trouble finding the verification email, there are a few troubleshooting steps to try:
Verification emails are automatic and should arrive shortly after you register an account. During periods of heavy traffic there may be delays in the verification process.
If you have not received the verification email within 24 hours, try signing in to your account and re-sending the verification email. If you’re certain the email address is correct and you still haven’t received the email after another 24 hours, please contact PlayStation Support.