A redirect is a redirect ;-)
If you tell a browser by using a Location: header to redirect to another page, the browser does just this: It redirects to the other page. And the browser does this immediately - without any delay.
Therefore, your echo won't display at all.
Set headers first
Furthermore, you need to set headers before each other output operation (as pointed out by Fred -ii-):
// First, echo headers
header("location: login6.php");
// Then send any other HTML-output
echo "Please Log In First";
Better not use auto-redirects
Quite likely, you won't show a message and then - after a certain amount of time - automatically redirect to another page. People might get confused by this process. Better do this:
Show the login-page and present a user-hinter or
  error-message on this page.
General solution
Prepare a component in the user's session, that contains information to be displayed at the next script instance. This component might be a list of messages like this:
$_SERVER[ 'sys$flashMessagesForLater' ] = array(
  "Sorry, userID and password didn't match.",
  "Please login again."
);
Each time a script request comes in, check if $_SERVER[ 'sys$flashMessagesForLater' ] is a non-empty array.
If this is the case, emit these values to a well-defined located on the generated HTML-page. A well-defined location would always be at the same location, somewhere at the top of each page. You might probably wish to add a read box around error messages.
You might want to prepare a class like this:
class CFlashMessageManager {
  static public function addFlashMessageForLater( $message ) {
    $_SERVER[ 'sys$flashMessagesForLater' ][] = $message;
  }
  static public function flashMessagesForLaterAvailable() {
    return isset( $_SERVER[ 'sys$flashMessagesForLater' ] )
        && is_array( $_SERVER[ 'sys$flashMessagesForLater' ] )
        && ( 0 < count( $_SERVER[ 'sys$flashMessagesForLater' ] ))
        ;
  }
  static public function getFlashMessageForLaterAsHTML() {
    return implode( '<br />', $_SERVER[ 'sys$flashMessagesForLater' ] );
  }
} // CFlashMessageManager