These support pages should get you started with setup of your new iPhone - and the methods of transferring your data from old to new iPhone:
Set up your iPhone, iPad or iPod touch – Apple Support
Transfer data from your previous iOS device to your new iPhone, iPad, or iPod touch - Apple Support
Use Quick Start to transfer data to a new iPhone, iPad or iPod touch – Apple Support
If the donor iPhone, from which you are transferring your data precedes iOS12.4, QuickStart will not be available.
“Transfer” is rather a misnomer. In reality, your data and setup is merely cloned to the new device. Nothing is moved or removed from the original device.
An alternative is to restore either an iCloud or iTunes backup to the new device:
How to back up your iPhone, iPad and iPod touch – Apple Support
Restore your iPhone, iPad, or iPod touch from a backup - Apple Support
Apps are not directly transferred between devices. For Apps, the transfer process creates a record of the Apps that are installed on the donor iPhone - and it is this record of installed Apps that is transferred to the target (new) device. For Apps that are still available for download from the App Store - and are compatible with the target device - the corresponding Apps are automatically downloaded and installed from the App Store.
As for eSIM, if supported by your Cellular Carrier, this can often be transferred directly between devices. The eSIM that relates to your iPhone telephone service can only be active on one device at a time. As such, when transferred from your old iPhone, Cellular service will transition from your old to new iPhone. Once Cellular Service has been transferred, you can remove the now defunct eSIM from the original iPhone.