Hello Harrison1727_,
Thank you for reaching out to Apple Support Communities, and we'll be happy to help in any way we can. Congratulations on your new iPhone! We understand you're having issues with receiving a verification code to set up Apple Pay. This article goes over the different ways that you can receive your verification code: Get a verification code and sign in with two-factor authentication
If after taking these steps you're still unable to receive your verification code, you'll need to request account recovery as described here: How to use account recovery when you can’t reset your Apple ID password
When completing Account Recovery, please make sure to power down all devices that are signed in with this Apple ID, besides the one being used to complete the request, to assist with quicker handling as using other devices with this account during the recovery process could cause your request to become cancelled.
If you have other questions about receiving your verification code, please reach out to Apple here: Get Support
We hope this helps.
Cheers!