Take the appropriate action and verify that the warning light turns off.

Taking Action
Message Indicated on DisplayMazda 6 Owners Manual: Direct Mode
Direct mode can be used for temporarily switching gears by operating the steering
shift switch while the vehicle is being driven with the selector lever in the D
range.
While in direct mode, the D and M indication illuminate and the gear position
in use is illuminated. Direct mode is canceled ...
Mazda 6 Owners Manual: Replacing a Tire
WARNING
Always use tires that are in good condition: Driving with worn tires
is dangerous. Reduced braking, steering, and traction could result in an accident.
Replace all four tires at the same time: Replacing just one tire
is dangerous. It could cause poor handling and poor braking resulting ...