My son (also 6) does weird things like this, too. He had 2 days this year when he was on red (which, for the record, absolutely horrified me). We talked about what happened one those days and how he could have handled everything differently, and we've really made a big deal about getting on green. Anyway, he'll come home from school and tell us he was on red when really he was on green. He even comes up with very believable stories about what he did to get on red. I'm not sure if he's doing it because he thinks he's funny or if he enjoys how happy I am when I find out he was really on green or what.
It seems like he's trying to figure things out. He understands the difference between real and make-believe. He seems to know what it means to tell a lie. But I'm not entirely sure he understands that it's not ok to joke about things in this way or to be misleading or not entirely truthful about things.
The other thing he does that I'm having trouble explaining is "It was an accident." When he does something to his little brother and we call him on it, he'll often say, "It was an accident." No, if you take something from him or choose to hit him, that is not an accident. Again, we've tried to be very clear on what an accident is, and often he does realize that what he did was wrong, but there do seem to be times when he genuinely doesn't understand.
We try not to overreact (though we do have our moments of frustration). We talk about what just happened and remind him of what what he did was wrong (either not being truthful or calling something an accident). I think he's learning, but he's not there yet.
Keep working with him. If you believe he has malicious intent, definitely deal with that. But if it's a "harmless" lie, just keep working with him. I truly believe they are trying to figure things out and need our help. He'll get it!