What headphones and phone do you have, @adi69?
Thanks for confirming. The first thing you should check is that you have followed the relevant steps to make the device discoverable, according to the manufacturer’s instructions. If you are still unable to connect, once you can see the device, here are some additional steps to try:
Go into your Bluetooth settings, select the device you are having problems with and tap it and then tap "Forget" or “Unpair” from that device and then restart your phone. Now head into Settings > Apps > 3 dots (top right) > Show System Apps > Bluetooth Share / Bluetooth Test > Storage > Clear cache/data. Hope this helps!