Once the installer finished loading you have to go disk utility and format the disk. Did you do that?
6. For a new installation of macOS, you MUST erase and format the destination drive according to the following steps before continuing.
a. From the macOS Utilities menu, open Disk Utility
b. In upper left corner, choose View. Then Show All Devices.
c. Highlight your target drive for the Catalina installation in left column.
d. Click Erase button
e. For Name: type Catalina (You can rename it later)
f. For Format: choose APFS
g. Click Erase
h. Close Disk Utility