if your phone is unlocked and and the screen is lit, then notifications won't get forwarded to your watch. Since in theory you've already seen it on your phone.
this one is a little hit or miss, but if you've got messages open and in the front on the Mac, the message that's in the front will be marked as read as soon as it comes in, meaning your phone/watch won't notify since the message is already read.
There are settings to prevent excess notifications, go into the watch app on the phone, then into notifications.
from there, go into messages or mail, or whatever app you think is messing up, and verify the settings are how you want them.