do I need adapter to use headphones with Xbox One X controllers?

You should be able to use the headphones on the Xbox One X as it doesn't require any adapter for headphones.

How old is the controller you're using? If it's the one that came with the Xbox one X you shouldn't need an adapter, Some headsets require firmware updates and downloads before use, You may want to check the Turtle Beach site to make sure that's not the
case for yours

It's definitely easier to use certain functions with the headset adapter, but it is not required - the 3.5mm jack is plug and play.

as someone who ones one, the controller comes with a 3.5mm headphone jack which was plug and play. i bought the xbox stereo headphones which comes with an adapter for volume controls, muting etc

Things to try:

1. Set your audio to your headset to Stereo Uncompressed in the audio settings.

2. Check the chat mixer: Open the guide with the Xbox button and go down to settings > make sure the sliders are set correctly and it isn't set all the way to chat and not in the middle so you can hear game sound/sound in general.

3. Update your controller's firmware.

4. Assign the controller to your account:

1. Press the Xbox button to open the guide.
2. Select Settings.
3. Select All Settings.
4. Under Kinect & devices, select Devices & accessories.
5. Select the controller. The current account assigned to that controller is indicated.
6. To assign the controller to another account, select the account currently assigned to it.
7. Select Assign to someone.
8. Select the account that you want to assign to the controller.

5. Try the stereo headset adapter from Microsoft, not the Turtle Beach one.