It's possible that your income is low enough that, with two children, you will not have to pay any tax, so no federal tax withholding is required. Use the Tax Withholding Estimator on the IRS web site to get an estimate of your tax for the year. It will show you whether you need to have any tax withheld, and if so, what to put on your W-4.
You said that you just got your first paycheck, so it appears that you have just started this job. The results might be different for next year, when you will be working for the whole year. Go through the Tax Withholding Estimator again after you get your first check in 2025.
