Just as user BrianBailey stated, Raul1Argentina's instructions worked perfectly for me!! Good luck to anyone else!
Details: I have a 2017 13 inch MacBook Pro running Big Sur 11.1 and an 8th Generation iPad that I purchased new 3 days ago.
ADDITIONAL NOTES to add to each of Raul's steps:
~ I did not need to complete steps 1) through 3) because I was setting up my iPad for the first time! Helpful but not necessary for me.
~ Complete steps 4) through 7)
8) In Finder on your MacBook look at your iPad's info screen select "General" and scroll down to "Options"
9) In Options, activate "Show iPad while connected to WiFi"
10) Now go to your MacBook's "System Preferences" / Sidecar: "Connect to" should be available now (disabled previous to this procedure) & Select iPad.
Added step: once connected, remove the cable connecting the two devices. Then go back to System Preferences > Sidecar and reconnect (your iPad should now wirelessly appear under "Connect to:"