@TinanevilleIt's typically under Settings->Data (of some sort, customizations apply).
You want to set a password first though, before you actually enable it, to prevent others from "hopping on", in a variety of ways.
If you can't enable it, it's because you have a plan that doesn't come with it. This includes some of the old Unlimited plans, and around that era, and some others, and the current "Unlimited Choice" plan as well, it's a key differentiation from the "Plus" plan.
If one of these applies, you have to consider switching to another plan, if you want to use the hotspot/tether.
*If this (or another post in this thread) fixes your problem/issue, please mark it as "accept-solution", and I'll tag it, to make it easier for others to find the answer(s). FYI: I'm an AT&T end-user, just like most of us in the forum. Thanks.
Award for Community Excellence 2019 Achiever* *The views and opinions expressed on this forum are purely my own. Any product claim, statistic, quote, or other representation about a product or service should be verified with the manufacturer, provider, or party.