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

Taking Action
Message Indicated on DisplayMazda 6 Owners Manual: Manually Shifting Up
You can shift gears up by operating the selector lever or the steering shift
switches (some models).
M1 → M2 → M3 → M4 → M5 → M6
Using selector lever
To shift up to a higher gear, tap the selector lever back (+) once.
Using steering shift switch (some models)
To ...
Mazda 6 Owners Manual: Front door speaker removal/installation
1. Disconnect the negative battery cable.
2. Remove the front door trim.
3. Remove in the order indicated in the table.
4. Install in the reverse order of removal.
Front Door Speaker Installation Note
Attach the speaker with the wiring harness placed in the groove of the door
unit panel.
...