When you register an account with Facebook, you will need to supply an email address. Facebook will send you a confirmation email containing a link you must visit to confirm your account, to the address you've given. This is to confirm that it's the right address, that you really want to register (someone else hasn't signed you up) and that your email address was spelled properly on the registration form. If you don't get your confirmation email, you can't register.
It can sometimes take a little while for the confirmation email to drop into your inbox. Wait for half an hour and check again. The amount of time it takes for your confirmation email to arrive will vary but should not be more than 24 hours.
Spam Filter Problems
Since there's so much junk email or spam around nowadays, virtually all email accounts have a spam filter, also called a junk mail filter. This filter attempts to distinguish spam from genuine emails. If your filter is not configured properly or is set too high, your Facebook confirmation email may be mistaken for spam and routed into the spam folder. Check this folder to see if your email has ended up there. Your ISP (Internet service provider) may also block some emails.
Incorrect Email Account
Make sure that you are checking the right email account if you have more than one. Also, if you have misspelled your email address on the online registration form, Facebook will try to send confirmation to the misspelled address and you won't receive it.
If there's a limit to the amount your inbox can hold, your Facebook email may not arrive until you have deleted some older messages. If you get a lot of mail, your Facebook confirmation email can quickly become buried; try clearing out your inbox to see if the confirmation email has been "lost" amid all the other messages. You can also try a search, using "Facebook.com" as your search term.