Hi there!
In order to activate Cross Save, all accounts you wish to use for your configuration must be linked to your profile first. Then, you can configure Cross Save.
Click on your profile picture in the upper right corner of the site, then click on Settings. Then, in the Accounts and Linkings tab, link the account you wish to use, then finalize the authentication process.
Please note that, if you are planning to add a steam account, you muse use your Steam username not your email address, as these are considered 2 separate accounts on Steam's platform. If you are unsure what your Steam ID is, please contact Steam Support for more information.