A key is born inside your phone.
The first time you set up, your phone builds a key for you inside its own locked chip, the same guarded corner that holds your fingerprint. Nobody mails it to you. Nobody keeps a spare.
For engineers
The key pair is generated in the device secure element; the private half is marked non-exportable and every use is gated behind a device unlock. The public half is the subject key of everything you are later issued, named by its RFC 7638 thumbprint (did:jwk style).
Status: no wallet exists in the xORBIS platform today. See the register.