Hi Ariel,
Thanks for reaching out in Apple Support Communities and congratulations on your new iPhone! I understand that with your previous device you were able to use an auxiliary cable to connect your iPhone with your car stereo, but since upgrading to a new device you're having trouble connecting with the cable. I can see why you'd reach out about this; I can provide some information. It sounds like there may be a compatibility issue with the cable you're using and your new device.
I'd recommend reviewing the steps and information below even though you may not be seeing an alert about the cable:
Some accessories might require the latest version of iOS. Make sure that you update to the latest version of iOS.
If this is the first time that you tried to use the accessory, make sure that it works with your device. Some accessories only work with certain models of iPhone, iPad, or iPod touch. If you aren’t sure, contact the manufacturer.
Disconnect and reconnect the accessory to see if the alert goes away. If it continues to appear, check the connectors on the accessory and your device for damage or debris. If necessary, gently remove the debris and clean the connectors on your device."
If you see an ‘Accessory may not be supported’ alert
I'd also recommend trying to connect with a different or newer model cable, if you have one available.
Best Regards.