It won't let me connect my Apple Watch, it says my Apple ID is incorrect.

Did you buy a used watch? Activation Lock is designed to prevent anyone else from using an Apple Watch if it's ever lost or stolen.

About Activation Lock on your Apple Watch - Apple Support

Activation Lock is an anti-theft feature that cannot be bypassed. Only the previous owner can remove the lock by using their Apple ID & password. Apple will not help you find the previous owner. If the previous owner cannot or will not remove the lock, then the watch is useless to you or anyone else. Try to get a refund (through eBay) or dispose of the watch properly. In the future, see the 'Before you buy a watch from a third-party' section in:

What to do before you sell, give away, or trade in your Apple Watch, or buy one from someone else - Apple Support

If you are the ORIGINAL owner, then see the 'Start a support request' section in:

How to remove Activation Lock - Apple Support

The person that you bought/got this watch from needs to follow all the steps in this link;

Remove the Activation Lock so that the buyer can use it.

If they can't or won't then get your money back or recycle the watch and mark it down as a bad experience.