Apple Watch SE won’t update during setup

I have an I-12 iPhone that has worked flawlessly for years. I purchased an Apple SE Watch and in pairing it with my iPhone It tried to update the watch OS and then it told me to finish the setup on my iPhone. When I tried to do that, it tried to verify and then gave me an error message. It said that it couldn't verify because the iPhone wasn't connected to the internet. The iPhone in question was connected through my home internet network and was not using any Mobil network.

[Re-Titled by Moderator]

Original Title: Apple SE Watch will not update on initial setup because it cant verify because the iphone paired is not connected to internet when it really is connected.