Mail does not auto-fill iCloud sender email address

Mail is not auto-filling my sender email address in a new email. My default address is an iCloud one. If I set it to a Gmail address, it auto fills the sender email, just not with my iCloud one. Meaning I have to manually select my sender address each time, and if I forget, the email just deletes itself. How do I fix this so when I open a new email to create, my primary email address will be there? Thanks