There are many factors that go into determining calorie burn so it's hard to determine if the watch is indeed off based on the information given. What is your height, weight, and sex, and do both Garmin Connect and your watch have the correct information? How many steps did you take that day? Any activities? What was your heart rate like all day?
Is the Fenix not like other Garmin wearables, where you should do a recorded walking activity of at least 20 mins
I have always done this with a new wearable device, basically to calibrate it to me as an individual.
I don't see why you would need to "calibrate" the watch for you as an individual