Transferring from wordpress.com to ww.wp.xz.cn

I just installed wordpress to my website through godaddy.com and received the login I had created during installation. When I click on the link provided to login, it still is bringing me to login through wordpress.com, which says my username is invalid.

Do I need to delete my wordpress.com account/site? Every video tutorial I’ve found doesn’t cover any of that. I don’t want to do the assisted transfer through ww.wp.xz.cn but I can’t figure out how to update my blog through .org and not .com!