The following steps may help:
On your iPhone, in the Watch app, go to: My Watch (tab) > Notifications > check that Notifications Indicator is enabled.
Also keep in mind that how notifications behave depends on the status of your devices and your settings. With Wrist Detection enabled, in order to bring notifications to your attention as soon as possible:
- If your iPhone is unlocked, then you will receive notification alerts on your iPhone instead of on your Apple Watch.
- If your iPhone is locked or asleep and your Apple Watch is unlocked (regardless of whether the watch display is asleep or awake) and on your wrist, then you will receive notification alerts on your watch.
- If your Apple Watch is locked or has Do Not Disturb enabled, then notifications will go to your iPhone.
See and respond to notifications
Notifications on your Apple Watch - Apple Support