Why does every device have their own idiosyncrasies on this? Ok, here are the instructions for a Sony WH-1000MX.

1. Turn the thing off with the power button
2. Press and hold the button for seven seconds
3. Look for the blue LED to blink rapid twice, then wait, then twice again. If the headphone is just one pulse then another evenly, it is in searching for connection mode and not pairing mode. That is pretty confusing.
4. Turn on your phone or computer and add a Bluetooth connection. It should be WH-1000M3 in the new area.

So pay attention to those blink codes! I do wish everything paired as easily as the Apple AirPods. Open the case and put it next to it. These things should all just use Bluetooth LE and not require this magic 🙂