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: Fuel tank inspection
Caution
Disconnecting/connecting the quick release connector without
cleaning it may possibly cause damage to the fuel pipe and quick release
connector. Always clean the quick release connector joint area before
disconnecting/connecting using a cloth or soft brush, and make sure that it ...