It won’t connect at all

Hello,

Is this a new Apple Watch that you are setting up or are you just needing to reconnect it to your iPhone?

If this is the first set-up out of the box it’s possible that the Apple Watch just needs to be more charged.

Set up your Apple Watch - Apple Support

“If you can't set up your Apple Watch or you get an error message

1. Make sure that your iPhone has the latest version of iOS.
2. Turn off your iPhone and turn it back on.
3. Turn off your Apple Watch and turn it back on. “

If your Apple Watch isn't connected or paired with your iPhone - Apple Support

I hope this helps.