I can not connect my Apple Watch
can not connect my Apple Watch to my iPhone!
I was using it with my old iPhone but I lost it and my account on Apple Watch it locked
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Your report suggests your Apple Watch is locked to your Apple ID by Activation Lock
About Activation Lock on your Apple Watch - Apple Support
The lock can only be released by the original Apple ID which set it but it sounds like you don't have the login credentials, or you would have entered the details during setup and not be asking here. If you have any other device which uses your Apple ID or has ever used it, you might know enough to get access and release the lock on the Apple Watch.
Manage and use your Apple ID - Apple Support
If you forgot your Apple ID password
If you forgot your Apple ID email address or phone number