With an Apple Watch with only GPS can you message while your iPhone's away?

See the 'Check your connection' section in :

If you can’t send or receive messages on your Apple Watch - Apple Support

My understanding is you can still send/receive iMessages (but not SMS/MMS messages) if you are still connected to WI-FI.

What is the difference between iMessage and SMS/MMS? - Apple Support

A compatible iPhone is required for a secure wireless Internet connection.

If you are wanting to leave your phone at home and jog around town, you will need cellular. Cellular requires an additional line of service which there's an additional monthly fee for.

I had a Series 3 w/GPS (not cellular) since they came out. I liked it, but I wasn't ever very far from my phone.

The GPS can keep track of your morning jogs or afternoon bike rides, you just won't be able to do much else (no texts, emails, phone calls, etc.) unless your phone is with you.

Your activity will sync to your phone when you get back in range.

Another thing, my series 3 watch connected to my Wi-Fi. I was able to leave my phone inside the house on the charger and be out in my shop well beyond Bluetooth reach. I'm confused as to why the answer to your question was a firm no originally. That's why my answer was yes & no.

Yes and no.

When you're away from your phone, and know it, watch the top of the watch screen.

If a red icon shows up (it's a phone with a diagonal line through it), you're too far away.