Could you provide a few more details?
First, Your Apple ID should show at the top of the left column in Settings, with your name. Is that info shown correctly on your iPhone?
I’m unsure which part of Settings you’re looking at. There are some similarly-named parts of Settings with “Security” in the name, including Settings > Privacy & Security, and Settings > {your name} > Sign-in & Security, and probably some others. Where are you looking in Settings?
What is the text of the error you’re getting when downloading?
Are you sharing an Apple ID? (That tends to end in confusion and intermixed data.)
Is this an iPhone new to you, or an iPhone you’ve been using for a while?