Approve this iPhone - 2FA issue

I recently got a new iPhone 6S and it had already been updated to the latest version of iOS.

I am being prompted to finish updating my Apple ID Settings. When I go to Settings and click on "Update Apple ID Settings," it says "Some account services will not be available until you sign in again." So I click Continue, and am prompted for my Apple ID password, which I successfully provide. Then I'm stuck on "Waiting for Approval" and am asked to go to another one of my devices to approve this iPhone. I don't have another Apple device, just a PC.

I've found a lot of information about a fix that involves going to appleid.apple.com and turning off 2 Factor Authentication. I understand Apple recently removed that option and I can't find a fix now that I'm unable to turn off 2FA from the site.

Help please!