For a 6yo, I would DEFINITELY recommend a costume. My experience from the past two years is that most kids in this age group have costumes. Not sure if she already has her Halloween costume made/bought - but a couple of suggestions:
1) Rest/nap in the afternoon - you'll want to stay til midnight if she is able.
2) It will probably be pleasant temperature this Saturday - so nothing too hot and constricting.
3) COMFORTABLE shoes! (so many girls this age wear princess costumes, and most of those come with hard plastic, heeled shoes - not a good idea for walking around the park.)
4) Make sure she sees the Headless Horseman right before the parade starts - it's my DD5 favorite part of the whole night. It happens very fast, so make sure she is looking in the correct direction just after the announcement ("...the Headless Horseman has been spotted...")