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

Taking Action
Message Indicated on DisplayMazda 6 Owners Manual: Oil pressure switch removal/installation
Warning
When the transaxle and ATF are hot, they can badly burn. Turn off
the engine and wait untill they are cool before replacing ATF.
1. Disconnect the negative battery cable.
2. Remove the under cover.
3. Disconnect the cord assembly connector.
4. Remove the oil pressure switch.
...
Mazda 6 Owners Manual: Immobilizer System
The immobilizer system allows the engine to start only with a key the system
recognizes.
If someone attempts to start the engine with an unrecognized key, the engine
will not start, thereby helping to prevent vehicle theft.
If you have a problem with the immobilizer system or the key, consult ...