My watch

Do you mean the Activity App? If it’s launching, it might be from you inadvertently tapping an Activity complication on one of your watch faces, which you can change to something else or “none”. Complications are the little icons on the face. See: Customize the watch face - Apple Support to customize the faces in the face gallery.

Alternatively, you might want to turn off any notifications, etc for Activity. In the watch App on your iPhone scroll down to Activity and disable anything in that you don’t need.

See also: Track daily activity with Apple Watch - Apple Support

You don't say which app, but on your iPhone, open the Apple Watch app. Tap My Watch, lower left corner. Scan down to the app you're having issue with and tap it and then turn off Show App on Apple Watch.

You can also force the app to close, by pressing the elongated power button, which will bring up the App Switcher. Slide the app from right to left and then tap the X to close it.