How do I get rid of the cellular data icon on my lock screen

It sounds as if you're talking about the Control Center. Swipe down to close it.

You can see more information in the article you linked in from:

Use and customize Control Center on your iPhone, iPad, and iPod touch - Apple Support

That's the "Now Playing" screen. It has nothing to do with cellular data.

Mine only shows up if I'm connected to a speaker.