How can I turn off the check-in feature for activities on my Apple Watch?

Try this:

1. From the watch face, turn the Digital Crown to open the Smart Stack.
2. Tap the Check In widget.
3. Scroll down, then tap Cancel Check In.

Hope that helps. Regards.

Steps to disable Check In, on Apple Watch w/iOS 11

1. Press Digital Crown
2. Scroll to and Press Settings
3. Scroll to and Press Smart Stack
4. Press Widget Suggestions
5. Scroll to and Select Check In
6. Turn off slider

For other people with the same problem. I still did receive the asking to check in when I wanted to cycle for instance. So this did not help but thanks to @ASDFNEME I finally figured it out.

You also have to go to your iphone

To the Watch app

My watch

scroll for workout

disable reminders to check in