By default, the *.onmicrosoft.com is the active and default domain that is configured in Office 365.
This means that whenever you create a new user, the default username will always be user@*.onmicrosoft.com
You can always use the drop down menu and select the domain you need. But, if you have company with a lot of staff turnover (like trainee staff), it is better to have your domain as the default one.
To accomplish this, login to the Office 365 portal and click on your company name (top left hand corner).
A new window comes up, click Edit.
You now have the option to change the primary verified domain.
Click OK and close.
Next time you create a new user, you will have your own domain selected.
Nice & easy