What county are you in?
who are you buying from?
in the US I've never seen that option, Apple will deliver it via fedex/ups, and then you arrange an online one-on-one with someone to walk you through setup.
if your'e in a major metro area, they do offer same day delivery, it's $9 with a courier. But they just deliver.
Especially in the current situation, NO ONE is going to come into your home for anything that's not absolutely necessary.
it's really not hard to set it up. You turn it on, answer a couple questions, and I think a message box pops up on your phone, you confirm there, and then point the phones camera at the watch screen. It all happens pretty seamlessly.
The one thing I highly suggest, in settings (either on the watch, or in the app on the phone) go to app view, and set it to list.
That will put your watch's apps in a alphabetical list, as opposed to the "app cloud" that's a bit awkward to arrange and to find things in.