If you have and the data from the Watch has not yet arrived, then:
There are a few reasons for this:
1. Is bluetooth turned on? Some people accidentally turn it off. It’s easy to do.
2. Are either of the devices in flight mode?
3. Has the Watch gone into low power mode (<= 10%), this is required to record background heart rate data.
4. Do you have a passcode on your Watch? This is required for background heart rate data which is needed for sleep detection. Passcode can be enabled in the Apple Watch app settings under Passcode.
5. Do you have wrist detection turned on? This is also required for background heart rate data. This can also be enabled in the Apple Watch app settings by going into passcode and turning on Wrist Detection
6. Is 'Track Sleep with Apple Watch' turned on? This is an Apple Watch requirement if using Sleep Stages mode and also background measures of SpO2 and Respiration Rate while sleeping. This needs to be on the Watch you wear to bed. Open the Apple Watch settings app (you can find it on your iPhone by looking for a black icon with an image of a Watch). Scroll down and tap into Sleep, you will see a switch to enable called 'Track Sleep with Apple Watch'
7. Are you using Apple's Sleep Schedules? If the 'Use Schedule for Sleep Focus' option is on it will automatically turn off sleep focus to the set times, resulting in missing/incorrect data if using the Apple Sleep Stages.
If none of those, then here’s how to jump start this.
1. Go into the Apple Health app, it has a white icon with a red heart on it. Force close it (instructions in link). Then go back into the Apple Health app, select Active Energy and wait for the data to appear.
2. If that fails, often you can solve problems like this by powering the iPhone and Watch off and on as per these links. i.e. Shut down completely and restart.