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My Apple Watch isn’t automatically showing my messages as they appear
Apple Watch SE, watchOS 8
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Start by checking your notification settings in the Watch app on your iPhone. If that does not seem to help, then you can restart the Watch. Press and hold the Digital Crown and Power button together until you see the Apple logo and then release. Also, if you are using your iPhone and it is opened, then you will not receive notification on the Watch. See this for an explanation about how notifications work between your Apple Watch and iPhone. Notifications on your Apple Watch - Apple Support