Sorry to hear you're having trouble setting up a new email address.
Have you tried clicking on your username on this site in the upper right corner? Click on "account" and then in "account overview" click on "edit profile"? In doing so, it is normally possible to encode a new address.
Just to clarified, did you set up a Spotify account using your facebook user account?
Tell me if it helps. If not, tell me more details about your problem and I will see what we can do. 🙂