After you decide on your Etsy shop name, you need to set up how you are going to receive correspondence by mail and email.
Set Up Your Business Email
My recommendation is to set up a separate business email account, using your shop name in the address. You might want to take this into consideration when selecting a shop name on Etsy and test it out on different email services. My favorite email account is Gmail. I've had my Gmail account for 5 years and honestly out of all the other email accounts this one is the friendliest. There is something incredibly efficient about how it's organized and the inbox size limits are huge. Also, Gmail gives you a simple solution for starting your shop blog through Blogger and other great business tools like Youtube (video uploads), Google+ (social networking), and Drive (document storage and sharing).
Set Up Mail
Depending on how you would like to run your business you might want to consider getting a Post Office box to receive mail. This Post Office box would serve as your return address on your shipping labels from your Etsy shop and also be the place that you receive returns, bills, etc. Depending on the size of your Post Office box fees run around $14 for six months.