How do I know when my fenix 6s pro is connected to GPS when starting an outdoor activity?

When you are in the standby screen for an activity, before pressing start, the screen will show a red arc at the top edge, which will turn green when GPS is ready to use. You can also add a datafield to show GPS strength/status during activity.

For best accuracy, especially at the beginning of an activity, it can help to wait a minute or two after the GPS indicator goes green before you start recording. 

Thank you so much! Just tried it and it worked perfectly!! Thank you again :)!

Reading the manual is so out of fashion...

Agreed 

My only question is why when activity (walk) is activated it connects to GPS  with the correct altitude as you mentioned but when I am not in activity and just looking at my watch face with the altitude data nothing happens it just stays the same like the sensors only work when activity is activated.

the sensors only work when activity is activated.

Correct, assuming your settings are to calibrate at the start of an activity and during the activity.

Outside of an activity you either calibrate manually or a calibration occurs during the night if you maintain a connection to your phone.

The Fenix has a bar at the top of the screen when you start an activity, above the Options menu next. It goes from red to yellow to green as it connects to GPS. Once it is green it is ready to go, that is your GPS ready you are looking for.

Thank you! :)

There's also a GPS datafield you can add to your activity, that shows the signal strength from 0-4 bars. If you want to see how the signal looks after you've already started an activity.

It doesn't work that great, since 4 "bars" could mean you have lock on 4 satellites, or 20 satellites, there's no way to know... and 3 bars or less usually means the signal is very weak. So I think of it more like a binary indicator; 4 bars = good, 0-3 bars = not good.