Hey there Aiden1135,
Thanks for reaching out to Apple Support Communities. We're happy to provide some assistance.
Based on what you are describing, it is possible the device is off or not connected to an internet connection. If that is the case, you would see the last location. Check out this helpful resource:
If your Apple Watch is lost or stolen
When you use Find My, your Apple Watch with GPS and cellular can use GPS and a trusted Wi-Fi or cellular connection to show you its approximate location. Apple Watch with GPS can use GPS and a trusted Wi-Fi connection. Since Apple Watch Series 1 doesn't have GPS, you'll see the location of your paired iPhone or its Wi-Fi connection.
Also, as mentioned under the "If you don't see your Apple Watch on the map" section:
If you didn't turn on Find My before your Apple Watch was lost or stolen and your watch isn't connected to Wi-Fi, cellular, or your paired iPhone, you can't use it to locate your device.
We hope this helps.
Have a great day!