Your Sigma lens is from the film era and is not fully compatible with modern Nikon (consumer) camera bodies.
First problem is that old lenses from the film era relies on the autofocus motor built into the camera body. The modern trend is to have the autofocus motor built into the lens itself and therefore only high end camera bodies such as the D7000 series and Nikon's full-frame cameras still have the autofocus motor. Your D3400 lacks a built-in autofocus motor and that's why it says "incompatible" when in Auto Mode.
Old lenses from the film era have Aperture Rings near their base. In the old days, you manually adjust the Aperture via this Ring but you don't do that anymore with modern cameras. You got the F-- symbol which means that the Aperture Ring is active so the camera body can't control the Aperture. You will need to twist the Aperture Ring to the smallest Aperture (which means the highest F Stop Number). Then the camera body can regain control of the Aperture.
Basically, you can still make use of the Sigma lens, you will just have to manually focus with it.