iCloud storage

So I just got my replacement phone in the mail today and I was trying to set it up as fast as possible so I didn’t do the iCloud storage back up and now I don’t know how to get it set up now that the phone is up and running. None of my photos or contacts or apps are on there now I saw some thing about factory resetting but when I go to the reset button in settings, it has Six different choices and I am unsure of which one to click please help