It depends on which watch you have, as not all watches offer hiking as an activity profile. Also, if your watch is compatible with Connect IQ, you can install a hiking app, such as Hike2+
I have the same issue with Vivo4S. I just make the adjustment in the app afterwards. I wish there was a way to update or download the hike activity, it would be much more convenient.
Either do, what seilogramp suggested (using a CIQ app), or record the activity as Walking, and when synced, change the activity type to Hiking in Garmin Connect.