It not connecting to my phone it keeps saying loading

What is your model Apple TV? Identify your Apple TV model - Apple Support

What was your model remote? Identify your Apple TV remote - Apple Support

The Apple TV (4th generation or later) should be straight-forward to pair with, as described, if both devices are already on the same home network.

The Apple TV (3rd generation) needs a functional remote to set up the Apple TV Remote widget in Control Center.

For the Apple TV (3rd generation), your options are:

• buy a replacement Apple Remote (aluminum);
• temporarily borrow an Apple Remote (aluminum) to help set up the software remote;
• restore the Apple TV and connect a wireless keyboard to help set up the software remote;
• restore the Apple TV and connect the CiderTV Mac app to help set up the software remote.

The Apple TV (2nd generation) is not compatible with the Apple TV Remote widget in Control Center.

For the Apple TV (2nd generation), your option is:

• buy a replacement Apple Remote (aluminum).

Assuming your iPhone and Apple TV are up-to-date and on the same local network, you should be able to connect... Have you seen Apple's recommended reading on the topic: Set up the Apple TV Remote on your iPhone, iPad, or iPod touch - Apple Support