How do I remove the lock on my watch?

You may permanently remove a passcode from the watch.

See Lock or unlock Apple Watch

But if you use Apple Pay on your watch you will no longer be able to.

But the only time you should have to enter the passcode is when you first put on the watch.

See the section Lock automatically in the link above

You can also set it that whenever you unlock your iPhone it automatically unlocks you watch.

Start here;

reset your passcode