You need to contact your registrar and change the nameservers there to just the two assigned by cloudflare. Have you done that? What is the name of the domain?
Correct. One of the limitations of Cloudflare’s at cost registrar is that you must use their nameservers. If you really must change them, you would need to transfer your domain to another registrar. In most instances this isn’t necessary and you can just create DNS record for your hosting in Cloudflare