Take note of the code that appears on your iPhone. This is used to connect the two devices so data can be transferred.
On your Android device:
Enter the code from the iPhone on your Android device.
On the Android device, from the 'Transfer Data' screen select the content to transfer then tap Next.
This process may take a long time depending on how much data is being transferred. Leave both devices untouched until the iPhone shows it's finished.
After the loading bar finishes on the iPhone: