When setting up, create a local account first. You’ll have an opportunity to later log into your AppleID for use with messages, FaceTime, App Store, etc.

You can also switch to a local sign in account after the fact. This may have changed in recent versions, but try going to system preferences and selecting to reset your password. You should see an option to switch to a local account for sign in, which will only impact the log in process. You’ll still be able to keep your id associated for all of the other benefits.