You need to have a wallet already created since I don't think the app will create one for you. Either by going to Coinbase (new) or creating one via the normal methods. Check out
http://bitcoin.org/en/choose-your-wallet. Once you have a wallet you get a wallet "address" this is the code that the Android app uses to monitor your wallet, depending on the method you use to obtain a wallet.
New services like Coinbase maintain your wallet online while the original method involves downloading your Bitcoin wallet and updating it via an app on your desktop.