There is no finite field of size 6. It's very easy to prove this constructively just by showing exhaustively that any attempt to define multiplication on the unique abelian group of size 6 will fail some of the axioms.
However, such a proof will not be a good answer to the question _why_ this is true. A good answer why it's true that there's no finite field of size 6 is that a finite field is a vector space on its prime subfield and so must be of size p^n, where n is the dimension of the vector space and p, a prime, the size of the prime subfield.
However, such a proof will not be a good answer to the question _why_ this is true. A good answer why it's true that there's no finite field of size 6 is that a finite field is a vector space on its prime subfield and so must be of size p^n, where n is the dimension of the vector space and p, a prime, the size of the prime subfield.