I have the following question. Let there be an hexagon $ABCDEF$.
We'll define a legal route of $n$ steps across the hexagon, as wakling one step (either clockwise or counterclockwise) at a time. So a route of $2$ legal steps would be for example walking from $A \to B \to C$ or from $A \to F \to A$. We will define $a(n)$ as the number of legal routes of $n$ steps that start and end at vertex $A$. I need to find a recurrence relation for $a(n)$. I know that the initial terms are $a(0)=1$, $a(2)=2$ and $a(4)=6$.

Here is one way to do it in general for any graph:
The adjacency matrix for the graph is:
$$A=\begin{pmatrix} 0 & 1 & 0 & 0 & 0 & 1 \\ 1 & 0 & 1 & 0 & 0 & 0 \\ 0 & 1 & 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 & 0 & 1 \\ 1 & 0 & 0 & 0 & 1 & 0 \\ \end{pmatrix}$$
what you want is $A_{1,1}^n$, This is already computable very fast, if you use logarithmic exponentiation on the matrix.
If you want to obtain a formula you can diagonalize the symmetric matrix:
$$\small{\begin{pmatrix} 1 & -1 & 1 & -1 & -1 &-1 \\ 1 & -1 & 0 & 1 & 1 & 0 \\ 1 & 0 & -1 & -1 & 0 & 1 \\ 1 & 1 & -1 & 1 & -1 & -1 \\ 1 & 1 & 0 & -1 & 1 & 0 \\ 1 & 0 & 1 & 1 & 0 & 1 \\ \end{pmatrix} \begin{pmatrix} 2 & 0 & 0 & 0 & 0 & 0\\ 0 & 1 & 0 & 0 & 0 & 0\\ 0 & 0 & 1 & 0 & 0 & 0\\ 0 & 0 & 0 & -2 & 0 & 0\\ 0 & 0 & 0 & 0 & -1 & 0\\ 0 & 0 & 0 & 0 & 0 & -1\\ \end{pmatrix} \begin{pmatrix} \frac{1}{6} & \frac{1}{6} & \frac{1}{6} & \frac{1}{6} & \frac{1}{6} & \frac{1}{6}\\ \frac{-1}{6} & \frac{-1}{3} & \frac{-1}{6} & \frac{1}{6} & \frac{1}{3} & \frac{1}{6}\\ \frac{1}{6} & \frac{-1}{6} & \frac{-1}{3} & \frac{-1}{6} & \frac{1}{6} & \frac{1}{3}\\ \frac{-1}{6} & \frac{1}{6} & \frac{-1}{6} & \frac{1}{6} & \frac{-1}{6} & \frac{1}{6}\\ \frac{-1}{6} & \frac{1}{3} & \frac{-1}{6} & \frac{-1}{6} & \frac{1}{3} & \frac{-1}{6}\\ \frac{-1}{6} & \frac{-1}{6} & \frac{1}{3} & \frac{-1}{6} & \frac{-1}{6} & \frac{1}{3} \end{pmatrix}}$$
And now it is easy to recover a formula for $A_{1,1}^n$:
$f(n)=\frac{(2^n +2) + (-1)^n(2^n+2)}{6}$. So if $n$ is odd we have $f(n)=0$ and otherwise we have $f(n)=\frac{2^n+2}{3}$.
Note that your particular case is easier because you are working with a crown graph.
In a crown graph of size $2m$ the number of closed walks of length $n$ is $0$ when $n$ is odd and equal to the number of sequences $1=a_1,a_2,\dots a_n=1$ such that $a_i\neq a_{i+1}$ and every $a_i$ belongs to $\{1,2,\dots, m\}$ when $n$ is even.
The recursion for the number of such sequences is clearly $f(2)=1$ and $f(n)=(m-1)^{n-2}-f(n-1))$. Which is clearly solved by $f(n)=\frac{(m-1)^{n-1}+(-1)^{n}(m-1)}{m}$
So the number of closed walks from a fixed vertex in a crown graph on $m$ vertices of length $n$ is equal to $\frac{(m-1)^n+(-1)^n(m-1)}{m}$ when $n$ is odd and zero otherwise.