It would be very unusual to encounter a counterfeit Apple Watch. Which version is it supposed to be?
Identify your Apple Watch - Apple Support
Please use Set up your Apple Watch - Apple Support as a guide for how it should work and what you should see. If you still have problems please post back with a description of what you see, which step went wrong (the help doc I linked is a good guide to the expected results).
If you want to check whether the watch is genuine, a good place to begin is Apple's warranty checker
Check Your Service and Support Coverage - Apple Support
Just put the serial number in (it should be on the box label and the same serial number physically on the watch)