The Apple Watch is designed to be tethered to the phone, even if just for configuration.

If you want to go on a hike while leaving your (distracting) phone behind, you can. Just don't expect 911 unless you have the GPS+cellular version.

You need to have an iPhone in order to leave it behind.

The cellular version of the Apple Watch can perform a limited set of tasks -- like making phone calls, sending/receiving text messages, and playing music -- without a phone present. It still requires a phone for full functionality, and for setup.