The challenge is that the Watch diid not have connectivity to cellular until later models. It used the iPhone for conncectivity, so it was tethered to it for most of the functions.
Now, you can get a model with cellular service. You do have to pay the cellular provider for that additional connection, but the Watch can perform MOST of the functions independently, but still have to be set up on on iPhone to do the initial connect to the AppleID that provides the services (Messages, Mail, etc.)
I know you said you canceled the order, but if you decide to try again, look at the models with cellular capability. Set it up with an iPhone to connect to the cell service and you will be able to do a lot of things. Just remember that if you want to change anything on the Watch, you'll need that iPhone again (not any, THAT one). They are paired together in the setup process.
The Watch is not a true stand-alone device. It's more of an extension of the iPhone.