Actually, documentation doesn't imply this, though it is a common confusion that email should be used for a login.
admin/admin should only work if this step is skiped (no new password provided) or probably something is wrong with the permissions and setup is not able to save the new password. Are you using the embedded database? It is in the same folder where Openfire is installed and the user running the setup has to have full permissions on all Openfire/ folders.
Built-in admin username can't be changed. You say you are able to change the passowrd once you login with admin/admin. Are you able then to login with admin/newpassword? What if you restart the Openfire server?