How do I chnge the daily step goal?

Step Goal or Move Goal?

For Move Goal...

Using your phone, go into the Activity app.

On the Summary screen, click on the rings.

Scroll about halfway down the page and look for "Change Goals" and click it.

On the next screen, you can change your Move goal by hitting the plus or minus sign then tap change "Change Move Goal" to set it.

This will take you to where you can change your Exercise goal. If it's fine where it's at, click "Set Exercise Goal" to advance to Stand Goal.

Here again, use the plus or minus sign to change it but if it's alright where it's at, click on "Change Stand Goal".

After you complete those three screens, it's set.

You can do it from your watch too by going into Activity.

You can't set a step goal.

You can use a third-party app such as StepsApp to set a steps goal. That app also provides complications so that you can show the information on your watch face.