Locked out of new phone that has never been connected to iCloud

I purchased a second phone a couple of months to use to access my work email because I didn't want to download my company's required software onto my personal phone. I started to set it up, but then Covid hit so I decided there was no need to pay for two phone plans since I will be working from home. Fast forward to today, my son has lost his phone so I wanted to let him use my second phone. Although I don't recall ever setting up a passcode on the new phone it asked me to enter one. And of course I can't remember what it is so I am locked out.

Apple Support online says that I need to erase the phone, which is perfectly fine since it doesn't have any data on it. I can't do it through iCloud since it was never connected. I also found on Apple Support that for my model (X) that I should turn the phone off, hold the side button on the right while plugging it in to connect to my laptop and that recovery mode should be displayed. I have tried that several times and it is not working. When I push the side button it just turns the phone back on and there isn't a "recovery mode" showing up.

Any help that I could get to get this phone up and running would be greatly appreciated!!