Activity data from my old phone did not transfer to my new iPhone X, please help

Are you referring to the activity rings from your Apple Watch that are also shown in the Activity app on iOS? These will transfer over to your new phone, as long as you unpair your Apple Watch from your old iPhone - which will automatically create a backup of Apple Watch. Then perform an iCloud backup of your old iPhone, restore it onto the iPhone X and finally pair your Watch with iPhone X, choosing to restore it from the backup.

The easiest way if your old iPhone is already on iOS 11 is to use Quick Start:

https://support.apple.com/en-us/HT202033