Apple Watch Band Loose In Socket

I should clarify. It’s locked in place (clicked when put on) however it moves slightly when I wiggle the band side to side a little bit but doesn’t completely come out of the socket. Still not normal?

Should be a solid connection without movement.

As stated in the previous link:

"Make sure that you use a band that corresponds to your Apple Watch case size. You can use a band that's designed for Apple Watch (1st generation), Apple Watch Series 1, 2, and 3 with Apple Watch Series 4 as long as the sizes are compatible. Bands for 38mm and 40mm cases are compatible with each other, and bands for 42mm and 44mm cases are compatible with each other."

No.

Be sure that you are using the correct procedure: Change your Apple Watch band - Apple Support

"Never force the band into the slot. If you don't feel or hear a click, slide the band to the left, then to the right. If the band is installed properly, it won’t freely slide until you hold down the band release button. If the band still doesn’t lock, center the band, and push it into place. Then carefully wiggle the band up and down. Don't wear your Apple Watch if the band is sliding."