Hey no problem I doubt you did anything wrong - it’s hard to tell without knowing what your setup is like (dedicated server, shared hosting, etc). Typically when you set up a site through the Cloudflare website it will pull in all your DNS records automatically. If your web host has some kind of Cloudflare integration (e.g. through cPanel) then I’m not sure on that.
Regardless, were you able to get your server IP and the DNS records created?