I haven't checked lately because I like to get to notifications on my watch or my phone's not with me but I'm pretty darn sure it's in Galaxy wearables you can go to the they have notifications there where you can mess with them turn them off or what not
Okay, thank you, that made me look harder. It's in a drop down that says notifications allowed on watch. Before when I turned some off, it also took out the phone notifications. I'll turn them all off as my phone is always with me. Thank you!