I never used to wear watches before the Apple Watch. The first band I bought and used with it was the Milanese Loop, which is infinitely and easily adjustable. Later I tried the Link Bracelet, but the fit never felt perfect. It might be a bit too loose at the start of the day and then OK, or maybe it'd be OK and then too tight later on in the day. I'm often adjusting the Milanese Loop and thought it just wasn't holding the size properly but after that experience I realized that our wrists and arms have a fair bit of change in size throughout the day, depending on whether we're warm or cold, and depending on what we're doing. It may not have mattered much with standard watches, but since the Watch requires a certain degree of contact for the sensors to work properly, maybe we're a bit more sensitive to it.
Long story short... if you're a watch person, you probably are used to this. If you're just getting into wearing devices on your wrist, the Milanese Loop is the way to go.