Yeah, even just the assumption that amazon.com/code should automatically parse as a URL for everyone – without even dropping the word "website" – is a bit brave. It could be read as amazon.com / code or even as amazon. com/code.

I also feel like not everyone is going to know what a "code" really is, especially if they're a non-native speaker, like this person presumably is. And there isn't even a colon to make it clear that the blue text is the code.
I could definitely see this being interpreted as an error description, because error displays also generally have such weird letters or numbers on them (a.k.a. an error code).

Well, and if I'm already nitpicking, the title is confusing, too. Start listening to what? Or even for what? Is the watch just telling you "pay attention"?
The title is also not really visually distinct from the body text, so it looks like a run-on sentence when it's two sentences. They could've totally just made that one sentence and resolved both of those problems: "To start listening, enter the following code..."

It may be a simple process, but if your communication of this process isn't watertight, then you don't need a fool for it to be misunderstood.