How do I sync my steps with my Apple Watch?

Update watchOS

Open the Watch app on your iPhone
Go to General
Go to Software Update

Check motion sensor setup

Open Settings on your iPhone
Go to Privacy
Go to Motion & Fitness
Enable access for Health and StepsApp

Check Apple Health setup

Open the Health app on your iPhone
Tap on your avatar in the top right corner
Go to Apps
Go to StepsApp
Enable all switches

Sync in StepsApp:

Open StepsApp
Go to Settings
Go to Apple Health
Enable Apple Health sync and tap "Synchronize Again"

In some cases it also helps to restart your Apple Watch.