Please make sure that you've configured a sending domain as explained in the documentation.
One major aspect of email delivery, and making sure your email campaigns end up in the inbox rather than the spam folder, is to establish a good sender reputation.
With the EXM Email Cloud provider, you don't need to worry about establishing a reputation, but you do need to configure a sending domain i.e. the domain corresponding to the FROM address you will be using.
The documentation walks you through how do configure the sending domain, but it's worth noting here that you will need access to add a DNS entry in order to set up a DKIM record.
As a side note, you do not need to set up SPF for your domain, as the return-path of the emails sent using the Email Cloud provider is "spe.sitecoremail.com".