From my understanding of the definition:
$(G/U,+,\cdot)$ is quotient ring, where the set $G/U=\{a + U \mid a \in G\}\stackrel{?}{=}\{a+b \mid a \in G, b \in U\}$.
For example: $$\mathbb{Z}=\{\dots,-3,-2,-1,0,1,2,3,\dots\}$$ $$6\mathbb{Z}=\{\dots,-18,-12,-6,0,6,12,18,\dots\}$$
Therefore: \begin{align*} \mathbb{Z}/6\mathbb{Z}&=\{a+6\mathbb{Z} \mid a \in \mathbb{Z}\}\\ &=\{\dots,-3+6\mathbb{Z},-2+6\mathbb{Z},-1+6\mathbb{Z},6\mathbb{Z},1+6\mathbb{Z},2+6\mathbb{Z},\dots\}\\ &=\{\dots,-3-12,-3-6,-3,-3+6,-3+12,\dots,2-6,2,2+6,2+12,\dots\}\\ &=\{\dots,-15,-9,-3,3,9,\dots,-4,2,8,14,\dots\} \end{align*}
However, the set $\mathbb{Z}/6\mathbb{Z}$ should be equal to the set $\mathbb{Z}_6=\{0,1,2,3,4,5\}$, which obviously isn't. Where am I doing mistake?
$\mathbb{Z}/6\mathbb{Z} = \{\bar0,\bar1,\bar2,\ldots,\bar 5\} = \{6\mathbb{Z},\; 1+6\mathbb{Z},\; 2+6\mathbb{Z},\;\ldots,\;5+6\mathbb{Z}\}$
or if you prefer
$=\{\{\ldots,-12,-6,0,6,12,18,\ldots\},\{\ldots,-11,-5,1,7,13,\ldots\},\ldots,\{\ldots,-1,5,11,\ldots\}\}$
You cannot just collapse the layers of brackets. $\mathbb{Z}/6\mathbb{Z}$ is a set with six elements; each of these elements is a set with an infinite number of elements (one equivalence class for the congruence-mod-6 equivalence relation). In your question, the equal sign with a "$?$" on top is wrong, and in the last chain of equalities, the third (penultimate) one is wrong.
Of course, $\mathbb{Z}/6\mathbb{Z}$ also contains $\bar 6 = 6+6\mathbb{Z}$, but this is the same as $\bar 0 = 6\mathbb{Z}$, and similarly $\bar 7=\bar 1$ and so on (that's the reason for taking the quotient in the first place). There are just six different elements.