Strap
i got a new Apple Watch SE and the strap on it is not bring placed on it properly there is a gap on the side of the Watch
Apple Watch SE, watchOS 9
If it is brand new, your best option may be to make an appointment at the Genius Bar in an Apple Store near you and let them look at it:
Genius Bar Reservation and Apple Support Options - Apple
If it is defective, they can arrange for a refund or exchange.
Returns & Refunds - Shopping Help - Apple