My new phone has an activation lock

Activation lock is a theft deterrent system designed to make a lost or stolen phone unusable. There is no way to bypass the activation lock. Only the owner of the account used to lock it can remove the lock.

Talk to whoever you got the phone from. If they can't or won't remove the lock, return it for a refund. If you can't do that, turn it over to the police. It's probably stolen.

If this is a second hand phone, only the prior owner can remove the lock. If you cannot contact them, then return it for a refund if possible. You will never be able to use that phone.