Hi juniper366,
Thanks for using Apple Support Communities. It sounds like you've followed all the correct steps to set up your new Apple Watch. We recommend that you restart your Apple Watch and paired iPhone. Restarting is a simple step that can reset connection and help with unexpected behaviors.
Restart your Apple Watch - Apple Support
Restart your iPhone - Apple Support
It's also a good idea to make sure that both devices have the latest software. This ensures apps and features work as expected.
Update your Apple Watch - Apple Support
Update your iPhone, iPad, or iPod touch - Apple Support
Let us know the results. Be sure to include any other steps that you may have tried.
Have a great day!