The iPhone 14 and iPhone 14 Pro are officially available starting today, and all the phones ship with the latest iOS 16 update installed. However, there's a bug with activation and device migration, which requires a workaround or a software update.
Apple says an internal memo, "there is a known issue for iOS 16 that may impact device activations on open Wi-Fi networks," according to MacRumors. That impacts any iPhones or iPads shipping with iOS 16 out of the box, which includes the iPhone 14 series.
There is a fix, though. When you are asked to connect to a Wi-Fi network, press "Connect to a Mac or to a PC with iTunes," then return to the previous screen and try Wi-Fi again. Apple has also released an iOS 16.0.1 update for the iPhone 14 series with a few fixes, but you can't update the phone until after the activation process unless you connect it to a Mac or PC.
Even after you get past the initial setup bug (or don't run into it at all), Apple notes in a support document that you may not be able to receive iMessages or FaceTime calls from your phone number. The solution for that is also updating to iOS 16.0.1, which thankfully doesn't require a tethered computer once the phone is working.