The Weather app is a builtin app on your iPhone (and can be installed on the watch). Is it still on your iPhone? If not, see:
Delete built-in Apple apps on your iOS 12, iOS 13, or iPadOS device or Apple Watch - Apple Support
for info on how to restore it. If it is on your iPhone the tap on:
Watch > My Warch
and see if it is listed there. If so, the first (and simplest) thing to try if something isn’t working right is to restart your Apple Watch and its paired iPhone. If necessary (device not responding), try a forced restart. Both methods can be found here:
How to restart your Apple Watch - Apple Support
Restart your iPhone - Apple Support
If that doesn't help, the next steps would be to unpair and pair your watch again and restore from the backup just created. This should result in no loss of data. It deletes all temp and corrupted files and re-indexes the file system.
Unpair and erase your Apple Watch - Apple Support
Set up your Apple Watch - Apple Support