Where is the i icon on Apple Watch?

Hi Sheridan 84,

Welcome to the Apple Community,

Seems the I icon for Apple Watch may be on the connected iPhone.

Apple's support article:

" If you can't pair an Apple Watch with your iPhone"

Says

Unpair Apple Watch if you have its paired iPhone

1. Open the Watch app on your iPhone, tap the My Watch tab, then tap All Watches at the top of the screen.
2. Tap the "i" icon  next to the watch that you want to unpair, then tap Unpair Apple Watch.
3. Tap again to confirm, then wait for the watch to unpair.
4. After the Apple Watch unpairs completely, you can pair again.

See the Complete article: https://support.apple.com/en-us/HT209512

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Also:

Re: Apple's support article:

Status icons and symbols on Apple Watch

Says:

"If you're trying to pair your Apple Watch and iPhone again

and

the Apple Watch app on your iPhone asks you to tap the Info button , you need to connect your devices again. 

Manually pairing won't connect your devices again." 

Complete article: https://support.apple.com/en-us/HT205550

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Other useful links:

Apple Watch User Guide:

(It doesn't come "in the box")

https://support.apple.com/en-au/guide/watch/welcome/7.0/watchos

Apple Watch Support website:

https://support.apple.com/watch

Hope this helps you :-)