How to transfer data to my new iPhone

How are you trying to do this? What happens when you try?

Here are the instructions for “Quick Start”, Apple’s method of transferring data from a previous phone to a new one:

Use Quick Start to transfer data to a new iPhone or iPad - Apple Support

Yes, it is Quick Start, not Migration Assistant (used for Mac to Mac transfer).

Migration Assistant is a common method to accomplish this.

Apple’s naming conventions are enough to drive anyone a bit crazy.