But when I hit level 20 on my hunter on PC and PS4 it says I earned an illuminated engram for leveling up. But where is it. I didn’t start my Titan yet but I’ll have him leveled up within a couple hours on both accounts but I’m trying to figure out why does it say I earned an illuminated engram but in reality I didn’t earn anything.

If you got those engrams, count yourself lucky as the system glitched in your favor. You are not supposed to receive illuminated engrams until you hit 25

Where is this stated? My brand new character on Xbox got all 20-25 engrams. My other 6 characters got 20-25 engrams.

They had made a comment on a tweet about it and that they were looking into if that was the way things were supposed to be or not, which literally means they are not sure themselves. That being said, it doesn't matter as those rewards will not be retroactively rewarded to you or anyone else.