Setting up new iPhone and it's asking for verification code? It will only allow me to send code to phone (which is not activated yet) or other devices which I don't have

Hello and welcome to Apple Support Communities, Melanie2685.
If I understand your post correctly, when setting up your new iPhone you are being asked for a verification code for your Apple ID. I'd like to help.
This article will show you how to get an authentication code:
Get a verification code and sign in with two-factor authentication
Let us know if that resolves this issue for you.
Thanks for using the Apple Support Communities. Take care.