Setting up Mail
I go to Mail and it asks me if I am with Yahoo or AOL or Google Mail and the Mail program will not honor the username and password apparently.
MacBook Pro 13″, macOS 10.15
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As long as you enter the correct ID and password for the particular web mail service the process works. But you need to be absolutely sure you've got the right credentials for the service.
Here's the article describing the necessary steps: Add email accounts in Mail on Mac - Apple Support