First you need to have the app Messenger installed on your iPhone. You cannot test Messenger by sending a message to yourself someone else must send you a message and your iPhone must be powered on and closed when you receive a message.
If your iPhone is open the message will only be sent to the poem and not to the Apple watch open the app watch on your iPhone scroll down to messenger and tap on install okay install open the app messenger on your iPhone tap on your icon and go down to notifications.
Make sure that do not disturb is off and the other settings are on turn off show previews and turn it on again go back and press done. Open the app settings on your iPhone go down to notifications. Make sure that show previews are set to always. Tap or never and on always again go back and go down to messenger tap on allow notifications to turn it off.
Tap on it again to turn it on go down and make sure that banners are set to temporary here under options you must have show previews set to always now you should have message your notifications on your Apple watch if you still have problem stried restarting both the Apple watch and your iPhone and try again.