Hey Triple_J124,
Congratulations on your new iPhone! Since you recently set it up by transfer the data, it could be that some of your data is still downloading and restoring. Check out the following guide for me information that can help: About missing information after you restore your iPhone, iPad, or iPod touch with iCloud Backup - Apple Support
Sometimes the restore process may look complete, but your device is still downloading information in the background. To check this, tap Settings > [your name] > iCloud > iCloud Backup. If your device is still being restored, you see “This [device] is currently being restored and will automatically back up when it is done.”
The above can be found in the section "Things you can check" in the guide above. Also, be sure to check the section "About your Messages and Voice Memos data" at the bottom, for more information.
We hope this helps. Thanks for using Apple Support Communities.
Take care!