【Updated: 】
A Nintendo Account is required for using Nintendo services such as My Nintendo.
Please visit https://accounts.nintendo.com to create an account for free.
To create a Nintendo Account through the app, please follow these steps:
❶ From Menu on the title screen or the Misc. menu within the game, select Account Management.
❷ Select Create/Link a Nintendo Account.
Note: A Nintendo Account is distinct from a Nintendo Network ID.
Related question:
"How can I link Fire Emblem Heroes to a Nintendo Account?"