Ledger Nano X stuck in loop before being initialized
When pressing both buttons, it appears there is some kind of "long click" that does different things than a quick press of both buttons.  Not knowing that I was consistently doing long click which confused the Nano X.  Once I figured out that a quick tap of both buttons was all that was needed to select an item, thing started getting more sane.

Having done a long click once at the very beginning, put me into that special menu mentioned above and once I was there I was lost.  However, I let the device timeout and go to sleep, then using quick/short double presses only, everything worked as per documentation.