Document Folder missing in Finder after upgrade to Catalina

I figured it out. All I had to do was to drag the Documents folder to the sidebar under Favorites and it appears. When you open Finder, Documents should be at the top. Click and drag that to the place you want it in the Favorites.

If Documents don't show up when you open Finder, go to the menu bar and click Finder -> Preferences. Under General, it asks you what you want to open when you open Finder.