I have an iPhone 6 and undated to IOS 12.4.4 but my apple watch series 3 will not connect. My phone says it needs to update first. What should I do?

Apple Holiday Return Policy (Purchase between: 15-Nov-2019 thru 25-Dec-2019, Return by 8-Jan-2020)

All purchases made before November 15, 2019 and after December 25, 2019, are subject to the Standard 14-day Return Policy. 

https://www.apple.com/shop/help/returns_refund

If your watch has watchos6 then your iphone 6 won't pair with it because watchos6 needs an iphone with ios13 or higher and that is an iphone 6s or higher,your iphone 6 will only update to ios12.