Ask HN: When is it too early to leave your first job?

I'm a new grad with a degree in finance, but I love programming and tackling challenging, weird and new problems. I'm about 6 months into working for a big consulting firm, but I can already tell that it's not going to work long-term - I don't like super-structured hours, relatively limited freedoms and a big hierarchy. I'm very interested in starting working for a very small company or startup.

When is too early to start applying for new jobs? How do I go about interviewing if I'm not sure that the startup I'm interviewing at is right for me and I don't want to leave my current job if it's not? What's your advice?