Andy, Fenix 6 Pro, didn’t check for GPS signal & to be honest didn’t know I had to. I just pressed the top R/H button (at 2 o’clock), called up Walk, pressed the top R/H button twice to start the green arrow. Hope that mashes sense?
Sometimes you will get a GPS position in a few seconds, but it often takes longer time and sometimes it can take several minutes. Since your watch got a map you can switch to the map page and look where the watch thinks you are. Wait until you get the green GPS signal and see that you are located at the correct location and then press start. That way you will get the best possible tracking.