Where is the "i" icon?
In the illustration on the Help page in Apple Support you will see a picture of the watch face.  The 'Info' Icon should be at the top right corner.

EDIT: Pairing the watch only needs to be done if a reset is needed.  If you stray too far from you iPhone or it is otherwise disconnected, it will reconnect when both are again on and in range.  Be sure to keep Bluetooth turned on your phone.  For more information, see the User's Guide.