You can't log into your Mac with your Apple account; you still need a local account created first, and it has its own login and password separate from the Apple ID associated with it (if any).
It's not possible using the current install process, not even on Windows Pro (tested with a fresh install on a notebook that had a Windows 10 Pro OEM license registered/activated like is typical). The various hacks to trick the process don't work anymore.
Ouch. The only reason I use Windows is because as a consultant clients make me use a bazillion different VPNs which often works better/only in Windows.
Otherwise I would use something like Xubuntu.
So it's sad to know that my next Windows machine will require a Microsoft cloud account.