Is their a screen on my watch?

Is it like a thin clear plastic film on the screen? That could be the adhesive protective plastic which should be removed when the watch is first set up, or maybe a third party screen protector if you bought the watch second hand. I think there are even plastic film body protectors available. If its not clear and as above, and it doesn’t lift easily with your fingernail, it might be something more problematic.

There is a coating on the watch screen to help with fingerprints, just like the iPhone screen. It does have the possibility of wearing off, especially if one uses some kind of cleaner when cleaning the screen. Cleaning your Apple Watch - Apple Support

You’re not the first to have this happen. I remember one user complaining about the quality of photos from camera on his new phone. The protective film was still over the lens, very embarrassing...