If this first-ever iPhone, though, and you have no other Apple or Android devices, there's a Don't Transfer Anything button at the bottom of the Quick Start page.
If you've never had an iPhone or any other Apple device, tap Forgot password or don't have an account?.
It is true that Apple devices tend to just work, and it's certainly true that the iPhone is ultimately incredibly easy to use.
With that installed and open on your old Android phone, then on the Quick Start page, tap Set Up Without Another Device.
In theory you could do a lot of setting up of your iPhone without an internet connection, but in practice you need one and it's simpler to use Wi-Fi.