I’m not getting text messages on my new Apple Watch. Please help

Just to be clear, message notifications (like other notifications) go to either your Apple Watch or iPhone, but not both.  If your iPhone is unlocked, you'll get notifications on your iPhone, instead of your Apple Watch. If your iPhone is locked or asleep, you'll get notifications on your Apple Watch, unless your Apple Watch is locked with your passcode. For more info, see:

Notifications on your Apple Watch - Apple Support

(Note: The conversation will still appear on your iPhone regardless.)

From https://support.apple.com/en-us/HT205547

1. To receive SMS, MMS, or push notifications from

third-party apps on your cellular Apple Watch, your paired iPhone must

be powered on and connected to Wi-Fi or cellular, but it doesn't need to

be nearby. You also need to be signed in to iMessage on your iPhone.

Is your watch and phone paired?.

Is the phone within bluetooth range of your watch?.