Creating USB connector cable using female-female adapter
In USB, one device acts as the host, and others as peripherals. USB-on-the-go sockets and cables use particular pins wired together to let each device know which rôle it should play. Your home-made cable didn't have this, so the phone was trying to act as a peripheral, not a host. If you'd learned about USB-OTG before trying to make your own cable, and shorted together the correct pins on the host end of the cable, it would have worked fine.