What must a user do first to sideload applications onto an Android phone?

To sideload applications onto an Android phone, the user must first enable developer options. Enabling developer options provides the necessary permissions to install apps from sources other than the official app store, which is critical for sideloading. This setting allows the phone to recognize the installation of applications that are not part of the Google Play Store, thereby facilitating the installation process.

While transferring the files to the phone is an important step in the overall sideloading process, it cannot occur successfully until developer options are enabled. The other alternatives discussed involve either downloading apps from the official store, which does not pertain to sideloading at all, or changing security settings, which is part of enabling developer options but comes after this initial step. Therefore, enabling developer options is the first action necessary for sideloading applications.