I have a 6 year old daughter that masterbate and I don't know why or what to do or even how to talk to her about it. What should I do and is it a bad thing

It is perfectly normal.
All you need to do is gently explain that while that may feel nice it is something we do in private not in front of other people.

Yup, very normal. The only advice I can give as far as being concerned, is if she is obsessive about it (doing it ALL day, literally. Even several times a day is normal, but not ALL THE TIME) involving other children, or using items or inserting items. All of these can be signs of a problem that needs to be addressed.

But all children explore it at some point in their childhood and its normal :)

It is not extremely uncommon.

Kids are exploring and discovering their bodies.

A friend of mines daughter (also 6 yrs old) came walking into a room full
Of people with her hand in her panties quite obviously "very busy'.
He yelled, "Get your hand out of there!"
She , very seriously, said , " No ! It tickles and I like it."

Kids say (and do) the darndest things.

Totally normal. My oldest son did not do it as much, but my younger son does. I heard that it was normal, but when you see your kiddo doing that, you start to worry a little. My youngest son said the same thing.. it tickles! My friends kids to the same things. No worries! Bottom line, it just down right feels good and relieves stress! I always tell my son that's fine if he wants to do that, just do it in private, just like QLP said. I also will try and distract him though. I stay at home with my son and sometimes I think he is bored, so I will find something for us to do to distract him. One important thing is don't make her feel bad for what she is doing or don't make her feel like what she is doing is a bad thing.

Most kids at that age have found out when washing their private parts that it tickles or feels nice to touch it. Kids explore their bodies and as most babies try and feel what they have between their legs when they get cleaned up is a normal thing as their private parts have been covered up so hands will try and feel what they have there. Baby boys can get erections sometimes as well.

Tell your kids that its normal to feel their bits but you need to tell them to do this in private and you will need to explain to them when older about masturbating and why we do it.