The simplest, easiest and most compact way to connect the starting highway to a smaller main road is to just use a pair of one-way roads - one set from the incoming highway to the end of the main road, and one from the end of the main road to the outgoing highway.
This isn't necessarily the best junction, but it avoids traffic lights and allows uninterrupted flow of traffic on to and off of the highway - all for very little effort. I've found it to be sufficient for quite a long while after starting a city, I get much more traffic build up elsewhere first.
At the start of the game you cannot build additional highways, so for now you can use one-way 2-lane roads (see left image). This isn't great though - as well as looking a bit odd, the 2-lane road also has a lower speed limit than both the highway and six-line that it connects. It still works pretty well, but you should upgrade these links to use highway once you unlock them (see right image).
Highways at the top. 6-lane at the bottom.
2-lane version is left image. Highway version is right image.
Also, as a bonus, you can see an extra outbound highway link coming from the left for trucks leaving my industrial area.
Note how that merges with the other highway section in a way that doesn't interrupt traffic.
As said, this still isn't perfect. If you note the inbound road has a 'turn right' arrow in its right hand lane - which allows traffic to U-turn back onto the highway. In the highway version, this actually means only the left two of the three lanes will be used to merge.