I had the same issue but on my galaxy active 2, I would check my phone for any VM I might have missed but there was never anything there. I had that New VM notification for 3 months and it started to bother me. I was finally able to access those VMs. I went to the VM notification and clicked on the "check voicemail button". The watch will call what I'm assuming is my own phone number and to leave a VM but I opened up the key pad and pressed # then it asked for my pin and then I was able to access all these VM and deleted them all. Now I don't have that annoying notification on my watch anymore. I hope this helps!!!
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