How do I connect the initial highway to my six-lane road?
Solution 1:
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.
Solution 2:
Using a roundabout is a solution. Not the best one, but it works quite well when the traffic increases:
Solution 3:
This worked perfectly for me! You can start out with smaller roads that connect the highway with industrial and residential areas and as the game progress and you earn more money you can bulldoze them and put the broader ones instead. I managed to afford this layout from the beginning, but I don't recommend it because it was tough!
Just don't forget to put one-way roads in the right direction. In the picture the "Y" above the ground lets the traffic into the city. The "Y" on the ground level lets the traffic out of the city.
Solution 4:
I used DMA57361's set up for a while and it worked fine up until ~25-30K people. Even at that point, the specific intersection in his answer worked great and had virtually no traffic at it. However, I found as my city grew, traffic started piling up down the road from this intersection and on other roads heading into the main one.
Consequently, I removed that original highway=>6-lane-road connection and extended my highway down into my city. Adjacent to my highway, on either side. I have a 2-lane one-way road acting as a service road to the highway. This gives drivers numerous entrances and exits throughout the city and spreads them out from the main road and its major branches. Traffic has been significantly reduced since I started this setup and I have been very happy with its performance.
Here is the new flow I have. The original highway connection was at the top of the picture - near where the highways start lifting up off the ground.
On a side note, I was inspired to this design from the BQE in NYC, which has a similar flow at various points.