it seemed to have something to do with it being a bech32 (native segwit) address which aren't apparently supported yet?
Is there a way for me to create an address that I can use on CEX.IO? Or should I use a different wallet/software with that?
cex.io aren't supported bech 32 address
However, make sure you are not using a bech32 address since withdrawals to that format are not supported yet
I will try to create a new wallet and follow instructions.
Being my very first transaction I really have nothing there in the default wallet, hopefully I'll be able to figure this out.
Just follow the instruction post above how to change into legacy where support withdrawing your balance.
you might follow the instruction with image
https://bitcoinelectrum.com/creating-an-electrum-wallet/