Sure, keep with it a while longer. I don't like slipping the first stitch, they end up looser and messier than if I just knit or purl it. I do use larger needles than on the yarn label - that's not necessarily the 'correct' size to use with a yarn, just the one that's used to get gauge to classify the yarn into a weight class. Patterns may use larger or smaller ones for a specific design purpose.
Generally, to slip a stitch that isn't going to be worked on the same row, it's slipped as if to purl, even on a knit row. That's just how the needle is inserted into the stitch, usually the yarn remains in back. Later you'll encounter slipped stitches in decreases and those are slipped as if to knit.
You're right to work on samples before you tackle a 'real' project - that's how I learned to knit and it's good to just play with the yarn and stitches to see what happens.
sue- knitting heretic