Cross-modal contrastive pre-training between natural language and other modalities, e.g., vision and audio, has demonstrated astonishing performance and effectiveness across a diverse variety of tasks and domains. In this paper, we investigate whether such natural language supervision can be used for wearable sensor based Human Activity Recognition (HAR), and discover that-surprisingly-it performs substantially worse than standard end-to-end training and self-supervision. We identify the primary causes for this as: sensor heterogeneity and the lack of rich, diverse text descriptions of activities. To mitigate their impact, we also develop strategies and assess their effectiveness through an extensive experimental evaluation. These strategies lead to significant increases in activity recognition, bringing performance closer to supervised and self-supervised training, while also enabling the recognition of unseen activities and cross modal retrieval of videos. Overall, our work paves the way for better sensor-language learning, ultimately leading to the development of foundational models for HAR using wearables.